This book, "The War of the World", by Niall Ferguson, is one of the most depressing things I've ever read. Ferguson puts forward the idea that the various wars of the 20th century can best be understood as the death throes of the European Empires (and that during such death throws, barbaric violence is common). He relates that idea back to some of the things that took place during the endgames of the old Chinese dynasties and of the Roman Empire (one could also have looked at the death of the Byzantine Empire)

That's hardly the only point he makes; his examples make it clear that times of broader market and ethnic integration have - when combined with economic volatility - frequently led to horrific conflicts, from the Turkish killings of Armenians in 1918, to the genocides of WWII (the Holocaust being the best known of those), to the more recent issues in Africa. It all makes for depressing reading, especially when you contemplate the rise of ethnic tensions in various places.

The book is worth buying if you want to investigate how the wars of the 20th century tie together - but be forewarned that it's a highly distressing topic.

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