For quick reference on countries, Whitaker's Almanac can't be beaten.
Places in Britain- heaps of interesting stuff in Brewer'sBritain & Ireland.
Sadly, struggling on international cities, but small entries in Oxford Dictionary of the World (mine publ. 1995, not sure if reprinted) is pretty good, and the "Chronology" sidebar in each country's entry in Dorling Kindersley World Reference Atlas might help, but not v. Likely.
Steer away from Pears' Cyclopaedia, entries too limited.
Hope that helps.