I recently read The Elfish Gene: Dungeons, Dragons and Growing Up Strange by Mark Barrowcliffe. It's not a history of the game per se, but the author was a very early adopter, and he talks a lot about the early days of D&D and other early RPGs.
(Ironically, the book starts off very anti-gaming; he blames D&D for turning him into an unbearable nerd. However, the rest of the book doesn't really support his thesis, and by the end he basically abandons it (concluding, correctly, that he was an unbearable nerd to begin with). If you can get past the vitriol of the first 20 pages or so, the rest is a really enjoyable account of being a gamer in the very early days of the game.)