The Great Game ran up to World War I and can be seen as a precursor to the Cold War. I recommend Peter Hopkirk's "The Great Game" for a more in-depth perspective on the topic.
http://www.amazon.com/The-Great-Game-Struggle-Kodansha/dp/15...
Afghan history Books, both incredible:
http://www.amazon.com/Ghost-Wars-Afghanistan-Invasion-Septem...
http://www.amazon.com/Great-Game-Struggle-Central-Kodansha/d...
Why: While the Master and Commander Series are historical fictions they teach you A LOT about the Napoleonic Wars, The British Empire and the British Navy.
The Afghan books are also incredible adventures that happen to be entirely true. I like books that teach me history in a fun way.
Interesting note is Russia colonized Central Asia with the end goal of invading India.
https://www.amazon.com/Great-Game-Struggle-Central-Kodansha/...