1)The life and times of Peter the Great, by Robert Massey. Excellent book about the era in a critical time in Russki history.
2) Attacks, by Erwin Rommel - an autobiography of a very skillful small unit commander in WW1. The author gained an enviable reputation during WW2. (duh!)
3) Several of the first person accounts of allied soldiers during WW1 and 2 - "With British Snipers to the Reich," Dunlop's book, "Ordnance went up front," etc. Several of the Stackpole books.
4) The trilogy of Speer's books. I havent read them since high school and the author seemed very self serving, but they paint a good picture of political life in the third Reich.
5) "Stalin," don't recall the author. Thick book missing the cover. I pick it up every now and then when something regarding the Stalin era makes the news to put the news item in context. A lot of insight into Stalin written so soon after his death, considering the USSR was still around.