Edward Rutherford has done a series of books named after cities, London, Dublin, Sarum, they start at the very beginnings of the city foundation, and continue trough to nearly present day, often following a particular family through the ups and downs, obviously fiction but with accurate historical context and events and places, so you get to find origins of place names etc, I find them fascinating to read, especially if you are familiar with the cities he writes about.
Also, the first book that really gripped me as a young adult was the Arthurian legend book 'The once and future king' by TH White, and in the same vein, 'The mists of Avalon' by Marion Bradley.