The Making of the Atomic Bomb by Richard Rhodes (1986) - This is not only an excellent history of the Manhattan Project, but it is an excellent introductory summary of the development of atomic physics in the first half of the twentieth century, and the first third of the book could easily have been turned into a book of its own that focused purely on the scientific development of atomic theory and quantum theory.
The Longest Night by David J. Eicher (2001) - This is a thick, single-volume military history of the American Civil War, focusing primarily on the strategic and operational levels of the conflict. If you want an overall summary of the purely military aspects of the war, this is for you.
Castles of Steel by Robert K. Massie (2003) - This is a sort of sequel to Massie's earlier Dreadnought, focused on the naval conflicts of the First World War involving the Royal Navy. The Battle of Jutland is obviously the highlight, but this covers the entire conflict in and around the North Sea, the Gallipoli peninsula, and the coasts of South America, on a strategic and tactical level, along with a lot of political concerns related to the naval conflict.
The Wars of Louis XIV: 1667-1714 by John A. Lynn (1999) - The Sun King's reign was a bloody one, with three massive wars that engulfed all of Western Europe. Lynn's work covers all of these conflicts, as well as the many smaller, but still important, conflicts and actions involving the use of military force to enforce his policies, while adequately detailing the practice of warfare in the 17th century (as pike and shot gave way to muskets alone).
The Thirty Years War: Europe's Tragedy by Peter H. Wilson (2009) - I used to joke that I was reading this book in real time, but this book, by the nature of its topic, has to cover a huge swath of history leading up to the Defenestration of Prague in 1618, as well as cover the rather arcane structure of the Holy Roman Empire. The copy I have also doesn't exactly fill the whole of every page with type, so the physical book looks thicker than it reads, but this is dense. It is, however, a very good single-volume work covering an extraordinarily complex topic fairly well.
A World Undone: The Story of the Great War 1914 to 1918 by G.J. Meyer (2006) - I always pick up books on the First World War when I am able, and this is the best single-volume (I like single-volume works, if you couldn't tell - if they're good, they're excellent introductory works that can lead you to greater depth in subjects you find yourself interested in) book on the First World War I am aware of, which is obviously only a survey.
The Eastern Front 1914-1917 by Norman Stone (1975) - This is still the seminal English-language work on the war between Germany, Russia, and Austria-Hungary, a largely ignored conflict west of the Rhine, despite its size.
The Wages of Destruction by Adam Tooze (2006) - I saw a Tooze work recommended earlier in the thread, but this is specifically about the German economy under the Nazis, and just how monumentally inefficient it was; essentially six years of smoke and mirrors, institutionalized theft, and bluffing, staggering along from crisis to crisis until the facade finally collapsed.
Shattered Sword: The Untold Story of the Battle of Midway by Jonathan Parshall and Anthony Tully (2005) - There are many myths about the Battle of Midway that are "common knowledge," but Parshall and Tully really cover the battle, minute by minute, with particular focus on the Japanese, to explain what exactly happened and why.
Voyager's Grand Tour: to the Outer Planets and Beyond by Henry C. Dethloff and Ronald A. Schorn - This covers the history of the Voyager program, from the original Mariner Grand Tour proposal through Voyager 2's encounter with Neptune, and its discoveries.
Coming of Age in the Milky Way by Timothy Ferris (1988) - Carl Sagan famously wrote a companion text to his series Cosmos, and Ferris' book is a very complementary companion to Sagan's book, with more emphasis on the development of science and less on the inter-connectivity between the various scientific disciplines.
The New Bill James Historical Baseball Abstract by Bill James (2001) - Not a history book per se, but James did cover a lot of baseball history in the decadal chapters of this book (making up about 20% of the text), and the 900+ player comments themselves contain a fair amount of historical comment or anecdote. This is also an excellent book for developing an analytical way of just thinking about baseball (or, really, any sport), and I'd recommend it to anyone who has a bookish child interested in baseball. I just wish James would produce an update - its been twenty years.