Nathan Hale's Hazardous Tales are amazing. Basically, its a series telling stories from US history geared for young readers. Only, I have kids and I bought the entire set of available books not for them but for me. Because they're such a deep pleasure.

Book 1 is about Nathan Hale, the Colonial spy during the American Revolution whose last words before being hung were "I regret that I have but one life to give for my country."

This sets up the series. While Hale is on the gallows, the Big Book Of History swoops down, swallows him and then spits him out (as is its wont). He now has Complete Knowledge of the full breadth of American history. So he delays his execution by telling stories from US history to the hangman and the British officer attending his execution. It's pretty hilarious and the characters interrupt the stories Frequently to offer asides and whatnot.

Book 2 is about the Ironclads in the Civil War
Book 3 is about the Donner Party (for kids!)
Book 4 is about WWI and is so disturbing that Hale (the author not the spy) gives all the actors animal heads to make it a little Holy Hell.
Book 5 is Harriet Tubman
Book 6 is The Alamo
Book 7 is about the Doolittle Raid in the Pacific theater of WWII.

The way Hale (the author, not the spy) weaves these tales using the fourth-wall obliterating Spy Hale, hangman, and officer as foils is so soooo entertaining. These are stories about heroic deeds and grim doings, but they're told effervescently. Humour, excitement, and education all rolled into one.

One of my favourite parts is this great bit from the Donner Party one, in which the hangman, who up to this point has been so disturbed by the deaths of the travelers' animals (despite being a regular killer of humans himself), decides he can't take it any longer and so he flips forward to nearly the end of the book to skip all the terrible deaths of pets that he imagines will mark the tragedy of the Donner expedition.

Seriously though. These books are so interesting and so educational that I can't believe it took me this long to get to them. In 5 pages, the Alamo one lays out the whole background to the Alamo event better than anything I've ever encountered. The WWI one gave such a great overview of the War that it is now the book I'll recommend to anyone who wants an overview of the that whole trouble.

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