One of the most interesting books I read last year was How Not To Be Wrong: The Power of Mathematical Thinking by Jordan Ellenberg. If you've heard of it, it might be because it made a little splash of news recently when Bill Gates put it on his list of five books you should read this summer. (And I agree — you should.)
Ellenberg's book is where I first learned of Abraham Wald. He was a brilliant mathematician in charge of a little-known part of the U.S. military during World War II, the Statistical Research Group.