Also a McMurtry fan. @SuperMouse, most of his books are worth picking up, although like many writers, the earlier works are the best. Most of his books have been adapted into films, so try to read the books first, if you can. For example, his first book, Horseman, Pass By, was made into “Hud”. I recommend Horseman, Pass By, The Last Picture Show (also a movie), Lonesome Dove (which you’ve read, and is an outstanding TV film as well), Streets of Laredo (second book after Lonesome Dove), Dead Man’s Walk (third after Streets of Laredo), and Comanche Moon (last in the Lonesome Dove series). I enjoyed Terms of Endearment (also a movie), Anything for Billy, and Buffalo Girls, but I don’t count those three among his best. Some of the sequels to his other books, such as Texasville and its sequels, and The Evening Star are good, but not as good as the others. I still need to read the Berrybender Narratives, though, when I have time.
As for history, I also can offer recommendations there, but a lot of history is academic tomes; while they are good, they can be dry. You probably will enjoy popular history more. A couple I recommend are Stephen Ambrose’s Undaunted Courage, about the Lewis & Clark expedition (lots of great books by great historians on this subject, but Ambrose’s work is a good introduction to Lewis and Clark), and A Voyage Long and Strange, by Tony Horwitz, which examines episodes in American history from a travelogue perspective, mixed in with the “real” story (you will never view Hernando De Soto the same way again, I promise you). There’s also Laurel Thatcher Ulrich’s book, A Midwife’s Tale, an engaging bit of social history drawn from the journal of an 18th century midwife in Maine.