1. The Second World War, Winston S. Churchill
Vol. 1, The Gathering Storm
Vol. 2, Their Finest Hour
Vol. 3, The Grand Alliance
Vol. 4, The Hinge of Fate
Vol. 5, Closing the Ring
Vol. 6, Triumph and Tragedy
2. The Gulag Archipelago, Aleksandr I. Solzhenitsyn
3. Homage to Catalonia, George Orwell
4. The Road to Serfdom, F. A. von Hayek
5. Collected Essays, George Orwell
6. The Open Society and Its Enemies, Karl Popper
7. The Abolition of Man, C. S. Lewis
8. Revolt of the Masses, José Ortega y Gasset
9. The Constitution of Liberty, F. A. von Hayek
10. Capitalism and Freedom, Milton Friedman
11. Modern Times, Paul Johnson
12. Rationalism in Politics, Michael Oakeshott
13. Capitalism, Socialism, and Democracy, Joseph A. Schumpeter
14. Economy and Society, Max Weber
15. The Origins of Totalitarianism, Hannah Arendt
16. Black Lamb and Grey Falcon, Rebecca West
17. Sociobiology, Edward O. Wilson
18. Centissimus Annus, Pope John Paul II
19. The Pursuit of the Millennium, Norman Cohn
20. The Diary of a Young Girl, Anne Frank
21. The Great Terror, Robert Conquest
22. Chronicles of Wasted Time, Malcolm Muggeridge
23. Relativity, Albert Einstein
24. Witness, Whittaker Chambers
25. The Structure of Scientific Revolutions, Thomas S. Kuhn
Edit: Check out this link for another great list of non-fiction works that you should enjoy: http://www.randomhouse.com/modernlibrary/100bestnonfiction.html