This is my short list of readings that, IMO, would benefit all historians. Some of these works are also listed as appropriate on the other Readings pages.
Polanyi, Karl. The Great Transformation: The Political and Economic Origins of Our Time. 1944; Boston: Beacon Press, 1957.
White, Hayden V. "The Burden of History." History and Theory 5, no. 2 (1966): 111-134.
Fischer, David Hackett. Historians' Fallacies: Toward a Logic of Historical Thought. New York: Harper and Row, 1970.
Lukes, Steven. Power: A Radical View. New York and London: Macmillan, 1974; 2nd ed., New York: Palgrave Macmillan, 2005.
Mitchell, Timothy. "The Limits of the State: Beyond Statist Approaches and Their Critics." American Political Science Review 85 (1991): 77-96.
Grafton, Anthony. The Footnote: A Curious History. Rev. ed. Cambridge, Mass.: Harvard University Press, 1997.
Ciepley, David. "Why the State Was Dropped in the First Place: A Prequel to Skocpol's 'Bringing the State Back In.''" Critical Review 14, no. 2/3 (2000): 157-213.
Sewell, William H. Logics of History: Social Theory and Social Transformation. Chicago: University of Chicago Press, 2005.
Featherstone, Mike. “Archive.” Theory, Culture and Society 23 (2006): 591-596.
Denbo, Seth, et al. “History as a Book Discipline (Forum).” Perspectives on History (April 2015): 19-27.
Putnam, Lara. "The Transnational and the Text-Searchable: Digitized Sources and the Shadows They Cast," American Historical Review 121, no. 2 (April 2016): 376-402.