Reddit reviews Faust, Part One: Part One (Oxford World's Classics) (Pt. 1)
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Oxford University Press
Norton Criticals or this one
A flippant response might read "Your list, with 'The Annotated' [0 - 4] prepended to each entry". Less glibly, I concur with /u/dvdvh, that it is necessary to build a broad recognition of the landscape of history before one goes exploring the geological forces that shaped it. This can be accomplished by picking your favorite time, place, or culture, querying a suitable encyclopedia entry, taking notes if desired, and expanding from there; I personally find the histories of Hungary [5] and Uzbekistan (Sogdiana/Transoxiana) [6] to hold criminally low profiles in the lay-historian's mindset.
For historical perspectives orthogonal to any one physical dimension, I would recommend military histories, which, truer to your own suggestions, can be classical original sources, e.g. Xenophon's "Anabasis" [7], so long as one is willing to research details assumed known by the authors. B. H. Liddell Hart's "Strategy" [8] specifically takes the position that military science prerequisites a knowledge of precedents, and so provides it.
[0] https://www.amazon.com/Iliad-Homer-Annotated-H-ebook/dp/B005Y0MWUC
[1] https://www.amazon.com/Divine-Comedy-Translated-Annotated-Illustrated-ebook/dp/B00SIWHOWO
[2] On this point I must bend "The Annotated" to "The Reader's Companion to": https://www.amazon.com/Cambridge-Companion-Cervantes-Companions-Literature/dp/0521663873
[3] https://www.amazon.com/exec/obidos/ASIN/019953621X/
[4] https://www.amazon.com/Fyodor-Dostoyevsky-Annotated-critical-Biography-ebook/dp/B0057JQ206
[5] https://en.wikipedia.org/wiki/History_of_Hungary
[6] https://en.wikipedia.org/wiki/History_of_Uzbekistan
[7] https://en.wikisource.org/wiki/Anabasis
[8] https://www.amazon.com/Strategy-Meridian-B-Liddell-Hart/dp/0452010713