On the KGB, you have the Mitrokhin Archive. Several books got squeezed out of that one, including "KGB: the Untold Story."
There is an official history of MI6 out, but it deals with WWII/early Cold War. It is a multi-volume work in progress.
"Legacy of Ashes" is the CIA book, written by NYT reporter Tim Weiner. While the author tries to be comprehensive, he sticks mostly to CIA failures (because they are public). Successes are too few and/or too secret?
James Bamford's "Body of Secrets" is the better read, focusing on the NSA. Successes and failures get printed.
"Blind Man's Bluff" is a partial history of submarine-based US espionage, notable for its reliance on public documents and interviews with named persons. There are no anonymous sources quoted, ever.
Dino Brugioni's "Eyeball to Eyeball" details CIA's early work in photo-recon leading up to the Cuban Missile Crisis. The book is dry, but very detailed and illuminates the junction between intelligence and policy. This branch of the CIA eventually got broken off to become the National Reconaissance Office (NRO).
Walter MacDougall's "...and the heavens and the Earth" details the early days of the space program, with some overlap on the early days of satellite espionage.
Finally, "Ike's Spies" by Stephen Ambrose is a very readable account of Cold WAr espionage during the Eisenhower years. But we are not entirely sure of Ambrose's accuracy, veracity or depth of research. He did not spend as much time with Ike as we thought, and it was in Ike's later years when his memory may not have been as sharp.
Hope this is a good starting point. Intel is something I read about on the side. It is difficult to find the definitive book that gives you a good strategic overview. You will have to connect your own dots based on LOTs of anecdotal evidence and storytelling.