Of all the books we read in my Historical Theory class in grad school (in which we read from a variety of disciplines), the book that has really stuck with me is Benedict Anderson's Imagined Communities. Anderson is more in the political science/government world, though he does overlap into history, so the book might not be as much of an "other" discipline as you were asking for. However, the book does a really excellent job of making you think about how nations, peoples, and cultures self-identify. I think every historian should read it.

One of the more influential books that I have read is James Deetz's "In Small Things Forgotten," dealing with Puritan archaeology and material culture. Published in 1977 only eleven years after the organization of the Society of historical Archaeology, the wee book was also intended as an introduction to a larger audience to the idea of North American historical archaeology. I have never pursued any topic in Puritan studies, but this book stuck with me after reading it in 1978.

Thirty years later as I rounded out three decades of dealing with material culture in the American West, I decided that there needed to be a Western, twenty-first-century response to Deetz. I crafted my own book, "Virginia City: Secrets of a Western Past" as a homage to Deetz. I even estimated the word count so that it could be as easily digestible as its inspiration had been for me. Half way through writing me book, I decided that I should re-read Deetz. I found parts of it just as compelling as I remembered. Other parts were a little too detailed in the whole idea of excavation of levels, etc. So in many ways, my book represents a response to my idealistic memory of Deetz. That said, it was nevertheless influential and profound.

edit: I should add that what I found so compelling about Deetz was his ability to give meaning to material culture, to open the door to the "small things left behind" to be read as though they were primary source documents. And I tried to capture that in my homage to the inspiration of my work.

Do Hegel and Marx go without saying? I guess they're the obvious ones.

Just a note that I'm removing the meta tag as that's for navel-gazing about our own subreddit's problems or successes. But it's an allowed (and interesting) question.

I enjoy taking modern theory and comparing it to historical examples. One of the best fields for doing this is with leadership - there are lots of modern leadership theories and I find a good way to assess them is to compare them with the actions of historical leaders. For example:

Leader Member Exchange (LMX) Is a relatively recent theory about how a leader develops an effective, two-way discourse with their followers and takes a genuine, ethical interest in followers' development. A good historical example of this is Field Marshal Slim who turned around the fortunes of the British XIV Army in Burma by listening to the concerns of commanders and soldiers alike and developing simple, effective ways of improving fighting ability.

Personally I'm suspicious of any leadership theory that doesn't have some sort of historical basis.

I don't know if it counts, because Fredrick Cooper is an African historian, but Brubaker and Cooper's "Beyond Ethnicity" is a must read for anyone dealing with ethnicity/race/nationalism as much as Imagined Communities was a generation ago. I also think generally a lot more of the "social science history" written by economic historians/historical anthropologists/historical sociologists should be more widely read by narrative historians (I tend to find psychological historians to be unempirical, though some sweet works have used psychology, like Ordinary Men), though it often is depending on the subfield.

Honestly though, I think historians should read more out of their subfields, not necessarily outside of their field entirely. Like everyone should read The Cheese and the Worms, everyone should read Ordinary Men, everyone should read The Art of Not Being Governed, etc. just so that when they come across certain kinds of documents in their explorations, they have an idea of what to do with them.

Foucault jumps to mind, things like "Discipline and Punish" or "The History of Sexuality" were part of history courses I took. I won't pretend that I mastered all the concepts, they could get rather abstract.

I think the philosophies that shaped history are also worth studying, from Adam Smith, to Karl Marx, to Kant, Nietzsche, all the standard names you come across. Although I think many of those names have become part of historical study, even though they may have been economists or philosophers in their time.

As someone interested in Russian history I find Russian literature indispensable. Although literature may not be a "discipline."

If you read an introductory economics textbook and truly try to understand concepts like opportunity cost, comparative advantage, and price equilibrium, it will affect your understanding of history beyond your imagination.