Here are some books that either directly address the nature of power or otherwise illuminate its workings, in no particular order.
The Power Broker, Robert Caro. Caro's epic biography of the urban planner Robert Moses, an intricate case study in the nature of power.
The Years of Lyndon Johnson: Master of the Senate, Robert Caro. My favorite book of Caro's, this traces LBJ's transformation of the Senate from a dysfunctional institution to one that he effectively controlled (and which was still dysfunctional).
The Rise and Fall of the Third Reich, William Shirer. A classic and gripping account of the rise of Hitler and the Nazis.
How to Hide an Empire: A History of the Greater United States, Daniel Immerwahr. In what should be required reading for every American, Immerwahr unearths the history of the U.S. overseas empire and shows how white supremacy was one of the driving forces behind it.
A Penguin History of the World, J.M. Roberts and Odd Arne Westad. My all-time favorite book, this blew my mind when I read it in my 20s and I've reread it four or five times since then. Though slightly Eurocentric, it eloquently takes you from the dawn of humanity to the present, exhibiting great erudition and depth about the historical experience of our species.
My Bondage and My Freedom, Frederick Douglass. A brilliant and beautiful autobiography of Douglass's life as a slave and his ultimate escape. Should also be required reading for every American.
The Evolution of Cooperation, Robert Axelrod. Axelrod's famous exploration of the Iterated Prisoner's Dilemma, describing the results of a computer tournament he organized in search of the optimal strategy.
The Perfect Weapon: War, Sabotage, and Fear in the Cyber Age, David Sanger. This will keep you up at night.
Gang Leader for a Day: A Rogue Sociologist Takes to the Streets, Sudhir Venkatesh. An academic rides shotgun with a local gang for a few years and chronicles its power struggles. You come away understanding that gang violence is not random and irrational, but subject to an underlying logic.
Genghis Khan and the Making of the Modern World, Jack Weatherford. If anyone knew how to wield power, it was Genghis Khan. Weatherford's portrait is a bit hagiographic and overly forgiving of Khan's gratuitous violence, but it is nevertheless an extremely illuminating look at the life of someone who had an incredible impact on history.
Behind the Beautiful Forevers, Katherine Boo. Boo spends a few years covering life in the Annawadi slum in Mumbai, revealing how humans treat each other under anarchical conditions.
Imperial Reckoning: The Untold Story of Britain’s Gulag in Kenya, Caroline Elkins. Elkins conducted numerous interviews and scoured British archives to paint a portrait of the true nature of British imperialism in Kenya.