"London The Novel" by Edward Rutherford
This book tells the history of London by tracing the fortunes of several families from the Roman conquest to the present day. Each section is a short story that could almost stand alone.
I thought it was a really good story as well as interesting to read about the history - the author manages to interweave factual information and fiction very well. There are lots of interesting asides that tell you things like why our currency is 'the pound sterling'.
The later stories link back to the early ones in very clever ways - for instance in one of the later stories someone buys a country manor and discovers that it once belonged to a fmaily of the same name. He thinks that it must be a different family, but you know it _is_ his ancestors because you've been reading about them earlier!
All in all, I think it's an excellent book and well worth reading - even if the size of it looks rather daunting (~1200 pages!).