The New Penguin History of the World by J. M. Roberts and O. A. Westad is probably what you're looking for. There's also History: From the Dawn of Civilization to the Present Day by Adam Hart-Davis, but that book is more of a "visual history" than of all of history, not solely literary.

For younger readers, there's A Little History of the World by E.H. Gombrich, or the multi-volume The Story of the World: History for the Classical Child by Susan Wise Bauer.

For a more anthropological and evolutionary standpoint, there's Sapiens: A Brief History of Humankind by Yuval Noah Harari. There's also Stephen Hawking's A Brief History of Time, though that's really a book about cosmology. And Bill Bryson's book A Short History of Nearly Everything is kind of a combination of the two, more of a cosmological and anthropological history of the universe from the big bang to the dawn of humankind.

Of course, the practicality of publishing an account of all known historical events is beyond the scope of a single book, or even a series of books. Perhaps one day in the future, we will have the technology to have such a publication. Wikipedia shows us the possibilities, though it's still far from a well-sourced account of all historically recorded human events.

For now, something like the Penguin 1000+ page account is the best there is.