As in, the entirety of world history? Only a few are brave enough to take on that task, and off the top of my head the only two books I can think of are is What on Earth happened? by Christopher Lloyd and A World History by William McNeill. The former is a good book, and while I haven't read it (dipped in and out), most of the history is pretty good. Obviously any book with the intention of a complete global history is going to suffer from the enormity of the task, but Lloyd covers the main trends of history, as well as most key events.

As for A World History, it's good in that it covers inter-relationships between different nations, and how they came together to form the present world. It's bad in that it doesn't cover Africa and South America particularly well (especially Africa). It also suffers from the fact that global history is vast, and it is completely impossible to do it justice in one book, and as such some invasions/wars are missed for example.

I suppose the benefit of reading a global history is the ability to then look further at interesting parts of history, and I'm going to take this opportunity to shamelessly plug our book list which not only contains more recommendations on world history, but also on many more specific studies.

Most people get bored after reading their second World History volume and, more importantly, don't retain much of what they've read. You should tell us what your more specific interests are. What geographical area are you interested in (Americas? Africa? Europa? China?)? What time period would you prefer? What aspects are you interested in (economics? environment? social history? military history?)? These are just some examples. The main question is: Which part of history do you want to learn more about? I think that book recommendations tailored to your individual interests are a more fruitful way to learn more about history. Have a look at the AskHistorians book list for some inspiration.

Having said that, I'm going to recommend A History of the World by Roberts as a starting point. If you still want to read about world history after these 1,000 pages, follow up with Pontings's A World History which is not as focused on the West as Roberts. Still not satisfied? Have a look at The Human Web: A Bird's-Eye View of World History by McNeill.

At this point, you should know which parts of world history you enjoy and come back for more specific recommendations.