First off, a warning: This isn't about investing. I think there are lessons to be learned from this history that can be applied to investing and thinking in general, but this is on a second level reading.
https://www.amazon.ca/Legacy-Ashes-History-Tim-Weiner/dp/0307389006
This book won the Pulitzer prize. Part of what was impressive about it was the depth of research. “The book is based on more than 50,000 documents, primarily from the archives of the CIA itself, and hundreds of interviews with CIA veterans, including ten Directors of Central Intelligence.”
Unless you are already super familiar with the agency and it's declassified history, you're bound to learn a bunch of things, as it's very different from the common image that is portrayed in books and movies. I thought a lot in this book was fascinating and shocking. Recommended.
I've also just learned that the same author has written a history of the FBI based on recently declassified materials, but I haven't read it yet (h/t Jamie Pastore):
https://www.amazon.com/Enemies-History-FBI-Tim-Weiner/dp/0812979230