The First Crash by Richard Dale
This is a short book (184 pages) which documents the South Sea Bubble in the early 1700s. As one of the earliest examples of a financial mania and the aftermath I found it an informative and entertaining read.
The author manages to cover the origins of the bubble and the causes of the inevitable crash and resulting consequences. Along the way it gives an explanation of the evolution of London's securities market, the formation of the South Sea Company in 1711 and the Mississippi Bubble. In addition to covering the roles of the leading protagonists (including the government of the day and characters such as John Blunt and John Law), there is plenty of information about how average investors became swept up in the mania and eventually suffered when things came apart.
One of the entertaining features of this period of financial history is some of the other schemes and scams of the day. Perhaps of more important note were the similarities with the dot com era with companies that had no sensible prospect of success (or even a coherent business plan) attracting huge sums of money from investors who were often able to on sell their initial speculations for staggering gains - until the music stopped.