The Codebreakers: The Comprehensive History of Secret Communication from Ancient Times to the Internet by David Kahn.

Probably the best review of this book for any Kryptophile or any fan of cryptology/cryptanalysis that I can give is simply this:

If you haven’t read this book, stop everything else and go read the whole thing. 

That’s it.  It is actually that good.  It encompasses much of the material found in other books plus quite a bit more.  It will answer many questions a beginner would ask plus many more.  It will firmly lay a solid foundation of historical and rational cryptography while warning of the dangers of straying into fantasy.  It’s long and sometimes drags.  It can occasionally feel like he’s repeating himself.  It’s also the best thing out there for pre-computerized, analogy, pencil and paper, and even rotor cryptology.

I had to do an inter-library loan to get it but believe me it was worth it.