Key textbooks

Odd Arne Westad, The Global Cold War: Third World Interventions and the Making of Our Times (Cambridge: Cambridge University Press, 2005) [e-book].
Elizabeth Schmidt, Foreign Intervention in Africa: From the Cold War to the War on Terror (Cambridge: Cambridge University Press 2013) [e-book].

Modern Africa

Richard Reid, A History of Modern Africa, 1800 to the Present (Chichester: Wiley-Blackwell, 2009).
Frederick Cooper, Africa since 1940: The Past of the Present (Cambridge: Cambridge University Press, 2009) [e-book].
Martin Meredith, The State of Africa: A History of Fifty Years of Independence (London: The Free Press, 2008).
Paul Nugent, Africa since Independence: A Comparative History, 2nd edn (London: Palgrave Macmillan, 2012).
Keith Somerville, Africa’s Long Road since Independence: The Many Histories of a Continent (London: Hurst, 2015).

The Cold War

John Lewis Gaddis, The Cold War (London: Allen Lane, 2005).
Martin Walker, The Cold War: A History (New York: H. Holt, 1995).

Perry Anderson, American Foreign Policy and its Thinkers (London: Verso, 2013) [for a narrative of the Cold War from the 'Left']

The Third World

Vijay Prashad, The Darker Nations: A People’s History of the Third World (New York: The New Press, 2007).

Reference works

Richard H. Immerman and Petra Goedde (eds), The Oxford Handbook on the Cold War (Oxford: Oxford University Press, 2013) [e-book].
Melvyn P. Leffler and Odd Arne Westad (eds), The Cambridge History of the Cold War, vols I-III (Cambridge: Cambridge University Press, 2009) [e-book].

Journals

Those after the very latest scholarship may wish to keep an eye on Diplomatic History, Cold War History, Journal of Cold War Studies, International History Review, Journal of African History, and International Journal of African Historical Studies.