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This episode of Ten Minute History (like a documentary, only shorter) covers the international and diplomatic tensions that led to the outbreak of World War 1. It covers an overview of the war and the major nations which fought in it and some of the technological changes that occurred. It also covers the Entente's victory and the dissolution of europe's great empires and the new nations which were born of them.
Michael Howard - The First World War: A Very Short Introduction. A fantastic little overview of the war and a great introduction for anyone interested.
Christopher Clark - The Sleepwalkers: How Europe Went to War in 1914. Extremely detailed survey on the lead up to the First World War. Be aware that it doesn't cover the war itself but its coverage of international diplomacy in the early 20th century is phenomenal.
David Stevenson - 1914-1918: The History of the First World War. A more detailed overview of the course of the war, one of the better overviews. Max Hasting's 'Catastrophe' being another.