The Old New Thing: Practical Development Throughout the Evolution of Windows by Raymond Chen
I recently finished reading the above book and I found it to be a very entertaining read, it contains everything you wanted to know about windows and it inner quirks. Much of the information is explanatory information on why windows is behaving in as it does in regards to backwards compatibility, but you will also find many good tips on how to write better applications for windows in general.
The middle part of the book reminded me of the good old days reading Charles Petzold's book Programming Windows ... which in turn leads to another book (by none other that Charles Petzold) for people who like to read about historical stuff and computers.
Code: The Hidden Language of Computer Hardware and Software by Charles Petzold