A personal favourite is Van der Oye’s Toward the Rising Sun: Russian Ideologies of Empire and the Path to War with Japan, which is a collective biography of four men who represented different attitudes towards Russian expansion in the Far East: the ‘conquistador’ Przhevalskii, the Asianist Prince Ukhtomskii, finance minister Sergei Witte and the war minister Alexei Kuropatkin. It’s very innovative and original.

Others I can recommend are Breyfogle’s Heretics and Colonisers: Forging Russia’s Empire in the South Caucasus about the deportation of Dukhobors to the frontier; Khodarkovsky’s Russia’s Steppe Frontier: The Making of a Colonial Empire 1500-1800 ; Alexander Morrison’s latest book The Russian Conquest of Central Asia