I thought this book was terrific.

Labyrinth of Thought: A History of Set Theory and Its Role in Modern Mathematics: Jose Ferreiros Dominguez

I'm finding this useful in my research on a philosophy of mathematics dissertation:

Tool and object: a history and philosophy of category theory: Ralf Krömer

Others have mentioned Dieudonne's "A History of Algebraic and Differential Topology". As a philosopher (albeit one with some graduate math training) I found it very difficult to follow. Maybe I need to really commit to it, however.