My go-to recommendation for this kind of thing is Owen Davie's Grimoires: A History of Magic Books (2009), which traces the idea and development of the idea of a literary tradition of occultism from antiquity to the contemporary period. Davies in general is an outstanding researcher and he's done a number of great books Witchcraft, magic and culture 1736-1951 (1999) and Popular Magic: Cunning-folk in English History (2007).

Beyond that, it's hard to describe a single series that covers the same ground, although there are very good books that cover parts of it. For example, Dave Evans' The History of British Magic After Crowley (2007) is a great overview of the post-1947 magical development in the UK, but it doesn't really cover the American developments.

Not non-fiction, but if you want a rip roaring tale involving the occult (which I am sure you can find oodles of occult things to follow up on) is Foucault’s Pendulum by Umberto Eco. Takes about 250 pages to get into, but then takes you on an absolutely epic ride. Sold to me by a friend as the most difficult and gratifying read out there it lived up to both counts in spades both times I read it!