This is a relatively recent field of study - individuals (like Orwell) and groups have always received a lot of attention, but it is only recently that people have tried to write histories of the phenomenon as a whole. The main problem with comparison is that the motives (and therefore other people's perceptions) change hugely across contexts. Orwell and those like him in Spain were heroes for trying to fight against the spread of European fascism; some foreign fighters since have had motives that have received less sympathy.

You have two main options for a book-length study. The first is David Malet's Foreign Fighters: Transnational Identity in Civic Conflicts, published in 2013. It is basically chronological, covering a handful of major case studies. Malet is very much a political scientist rather than a historian, and I can't say I find his argument convincing at times, but it does give a basic overview of the history of the major cases (including Spain, of course, though given that's my own field of interest, I can't really wholeheartedly recommend the finer points of his analysis here).

The second is Nir Arielli's From Byron to bin Laden: A History of Foreign War Volunteers, which was published just last year. Arielli is a historian, and takes a much more thematic approach to the subject, covering a much wider array of case studies along the way, drawing a much longer sweep (back to the 18th century in depth, but using examples and comparisons back to the middle ages) and brings it all the way forward to the contemporary world. It's not a perfect book by any means, but to my mind is the closest thing to a definitive historical account of foreign fighters (or foreign war volunteers, as Arielli prefers to call them).