The Armagedon series on channel 4 is pretty good at the moment, it might all still be available on 4OD.
I had exactly the same feeling a few weeks ago Zedsdead and bought The Penguin History of the Second World War. At 1225 pages long, you could say it's comprehensive! All the build up from the 1st world war is there, the rise of Hitler appeasement, the lot. Split into 2 main sections as well, the European/African war and the Aisian conflicts. In hindsight, don't think it's a good starting point but might interest some with an already fair knowledge.