I mean, it depends on "history of what"?
If you're looking for a generalized Western history, that's more of a textbook kind of thing.
If you want specific locations and eras:
Low Life: Lures and Snares of Old New York by Lucy Sante is a great read:
https://us.macmillan.com/books/9780374528997/lowlife/
Be aware, some older editions are published under her deadname.