I imagine that depends on which picture you want to paint for them.
"The Timetables of History: A Horizontal Linkage of People and Events" by Bernard Grun is a fun way to explore how the (western?) world was formed.
"Cosmos" by Carl Sagan if they want to go way back.
"A brief history of time" by Stephen Hawking if they want to go way waaay back.
I think [MENTION=1009]bamf[/MENTION]'s suggestion is a good one as well. What better way to learn why a group of people do what they do (or did what they did) than by studying their sacred texts.