This is a really large topic, am not familiar with any good general history written within the last few decades outside of maybe Max Hastings(?). Most of those were written much earlier and are very superficial, and it seems as if you are interested in more detail?

Basically, if you are going to be reading english written histories, you will probably want to take this in smaller chunks, as most histories that do well writing about the Western Allies in Europe do a poor job writing about the Soviet front, and visa versa. In Asia, there is a China, US, Japanese and British history that is almost always shortchanged in a given book. So I'd try to break it down to a good history of:

Europe: Western Allies

Germany itself: (Browning, Kershaw, Evans are very good)

Europe: Soviet (David Glantz is a leading scholar)

Asia, as I wrote before, find a history about any of the areas you are most interested in, and don't forget any that are about Japan itself (Downfall by R. Frank is highly cited for the end of the war and A Bomb material).

I can highly recommend "To Hell and Back" by Ian Kershaw that traces the run up to WWII in Europe and goes into a bit of WWII itself. Very readable. You might enjoy his "Fateful Choices: Ten Decisions That Changed the World, 1940-1941 " as well.