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.