Well, Zoroastrianism is pretty easy - there really hasn't been any work superseding that of Mary Boyce (Zoroastrians - Their Beliefs and Practices and so forth). That's what you'll want to look into. I strongly urge you to stay away from anything remotely pop historical with regard to Zoroastrianism (and pre-Islamic Greater Iranian history in general) as the sheer amount of wrong-headed or grossly outdated information out there on it is downright shocking.

Unfortunately, I can't help you with Hinduism and Buddhism!

There's... a lot of books on Buddhist history, but a lot of it ranges from overly specific and academic to incredibly overreaching and overly general. I'd recommend aiming for a particular country or school rather than seeking out a book that teaches the overarching history of Buddhism.

That said, most detailed histories of Buddhism in general are written by adherents. Andrew Skilton's A Concise History of Buddhism is an excellent reference work, but makes for dry reading as it's mostly a list of texts (albeit helpfully in chronological order and descriptions of the conditions of their composition) and probably not what most people are interested in reading. Two extremely detailed and popular traditional histories written by Tibetan monks are Bu-ston's History of Buddhism in India and Tibet (trans. Obermiller) and Taranatha's History of Buddhism in India (trans. Chimpa and Chattopadhyaya) are well-renown, but both a bit difficult to get into. On the plus side, both are easily available online in .pdf form.

Indian Buddhism by A.K. Warder, Indo-Tibetan Buddhism by David L. Snellgrove, and Dasgupta's 5.5 volume A History of Indian Philosophy are all excellent works that discuss the warp and weft of Buddhism (and others where Dasgupta is concerned) through Indian history and (in the case of Snellgrove) Tibet. A book I particularly hold dear to my heart is Buddhist Warfare edited by Michael K. Jerryson, an anthology that covers the Buddhist world pretty well along with some of its darkest chapters.

To highlight my above idea of starting at one place (a particular country like Korea or Tibet, or a school, like Zen or Theravada) I could easily recommend other books. Just a few: Early Ch'an in China and Tibet ed. by Whalen Lai and Tibetan Zen by Sam Van Schaik cover just one (admittedly vast, diverse, and important) school in two countries for just a very short time, but are both chock full of fascinating and important information on a chapter of Buddhist history. On the other end of the spectrum is Empire of the Dharma by Hwansoo Kim, regarding the entangling of Buddhist schools and their role in the annexation of Korea by Japan in 1910. Histories of Tibet (my specialty in case you haven't noticed) are usually put in the Buddhism section of the book store, one reason is because the history of Tibet and the Himalayas are so closely entwined with Buddhist institutions and philosophy that it's difficult to discuss one without discussing the other: Tibet: A History by Van Schaik, and The History of Bhutan by Karma Phuntsho are perhaps my two favorites. I'm still in the market for a good book on the history of Korean Buddhism, but The Way of Korean Zen by Kusan Sunim has some good information, especially regarding some details regarding Korean teachers during the War.

I could probably keep rattling off books, but those are all good starting points, I think.