I'd like to compile a list of books that aren't only good books on the history of mathematics—but books that are themselves mathematical explanations. For example, imagine a biography on Cantor. This biography would be a good historical book—but also provide (maybe even walk-through) all of the relevant Cantor proofs. It'd teach you both history and mathematics.
Unfortunately, I don't have any ideas. My experience with mathbooks is strictly textbooks with, at best, a "Did You Know It?" esque insert at the top of a page or something.
My targets are any and all topics, honestly.
Below are a few books I pulled off my bookshelves just now that might qualify. I’ve grouped them into three categories.
Math history books that include a lot of mathematical development for the reader.
The Historical Development of the Calculus by Charles Henry Edwards
Classical and Modern Integration Theories by Ivan Nikolaevich Pesin
Journey Through Genius. The Great Theorems of Mathematics by William Wade Dunham
Euler. The Master of Us All by William Wade Dunham
Algebra in Ancient and Modern Times by Veeravalli Seshadri Varadarajan
Specific topic books that include a lot of history.
A Treatise on the Binomial Theorem by Craig Alan Smorynski (see also Phill's answer)
Solving Kepler’s Equation Over Three Centuries by Peter Colwell
Space-Filling Curves by Hans Sagan
The Ellipse. A Historical and Mathematical Journey by Arthur Mazer
Proofs of the Cantor-Bernstein Theorem by Arie Hinkis
Textbooks that include a lot of history.
Analysis by Its History by Ernst Hairer and Gerhard Wanner
A Radical Approach to Real Analysis by David Marius Bressoud
A Radical Approach to Lebesgue’s Theory of Integration by David Marius Bressoud
Classical Algebra. Its Nature, Origins, and Uses by Roger Lee Cooke