Felicist_Grey

Heh well then Europe seems like it's out! Looks like a partially or fully funded masters is the way to go if you don't get accepted to PhD programs this cycle. 
Absolutely agree with @Sigaba's suggestion to figure out what history means for you. I wouldn't be overly  worried, though, about the (admittedly touchy) subject of interdisciplinarity. Some programs (Cornell's, to take one example) actively encourage working with scholars outside the Department of History. Others are known for their strong departments in other social sciences, and are known for blurring disciplinary boundaries in innovative ways (anthropology at the University of Wisconsin-Madison and the University of Michigan Ann Arbor; sociology at the University of Chicago). Just be judicious in where you send your applications -- avoiding cranky cranks.   As for readings:   I'd start with the classics (outdated in some ways, but they'll give you lots to chew on): March Bloch, Apologie pour l'histoire ou métier d'historien, 1941 (trans., The Historian's Craft, 1953) R. G. Collingwood, The Idea of History, 1946 E. H. Carr, What is History?, 1961   Then some newer books/articles: Various books and articles by Reinhart Koselleck (many have been translated into English) François Hartog, Le Miroir d'Hérodote. Essai sur la représentation de l'autre, 1980 (trans., The Mirror of Herodotus: The Representation of the Other in the Writing of History, 1988) Michel-Rolph Trouillot, Silencing the Past: Power and the Production of History, 1995 William Cronon, "Why the Past Matters," 2000 François Hartog, Régimes d'historicité. Présentisme et expériences du temps, 2003 (trans., Regimes of Historicity: Presentism and Experiences of Time, 2015)   A couple textbook-like resources on historiography: Caroline Hoefferle, The Essential Historiography Reader, 2011 Eileen Ka-May Cheng, Historiography: An Introductory Guide, 2012   My absolute favorite is a book that hasn't been translated into English: Antoine Prost's Douze leçons sur l'histoire (1996, revised 2014). It's a wealth of resources on the practice of history, history's relationship to other disciplines, trends in Western historiography -- and it's written in an accessible, often droll style. If you get less terrible at reading in French, give it a try! I can't recommend it enough.    

The problem is that everybody doesn't have the same chance for funding. It depends on your fee status.
The main funding scheme for History is the AHRC, which only gives full awards to UK residents; EU residents are only awarded fee waivers, and must therefore complete the scholarship at another source (usually the university finds something for them). I think there are something like 8-10 AHRC PhD scholarships in History, for which you are therefore ineligible.
Same for college scholarships, there are often restricted to EU/UK students (example here). Last year (as far as I remember), colleges gave about 8 full PhD scholarships in History, of which perhaps two were given to internationals.
The remaining funding schemes are the Clarendon, the Ertegun and the Rhodes scholarships; they are open to internationals, but the competition is really tough.
So in fact, the chance of getting funding for a British resident is (schematically) about 20%, 10% for EU students, and 5% for internationals.

As I have been investigating the biographies of PhD students in top tier history programs, I have been compiling a spreadsheet of where each student received his/her undergraduate degree(s) and Master's degree(s). There has been a bit of discussion in this forum lately about the importance of "Master's degree prestige" in applying to top tier PhD programs, so I hope this list is helpful to other users:
University of Chicago
44 history grad students list their pre-PhD degrees on their Chicago webpages
40 came into the PhD program with a Bachelor's and Master's degree; 4 only had a Bachelor's degree
Most common MA institutions for Chicago PhD students:
University of Chicago - 16 University of Edinburgh - 2 Washington University in St. Louis - 2 Catholic University of America - 1 Charles University in Prague - 1 Clemson University - 1 Columbia University - 1 Harvard Law School - 1 Hebrew University of Jerusalem - 1 Indiana University - 1 Johns Hopkins University - 1 New York University - 1 Northeastern Illinois University - 1 Northern Illinois University - 1 Oxford University - 1 Portland State University - 1 San Diego State University - 1 Seoul National University - 1 Universite Paris VIII - 1 University of California, Irvine - 1 University of Nebraska, Lincoln - 1 Vanderbilt University - 1 Yale Law School - 1 Most common BA institutions for Chicago PhD students:
University of California, Berkeley - 5 Johns Hopkins University - 3 University of Michigan, Ann Arbor - 3 University of Illinois, Urbana-Champaign - 2 Washington University in St. Louis - 2 Boston University - 1 Brown University - 1 Charles University in Prague - 1 Claremont McKenna College - 1 DePaul University - 1 Eastern Oregon University - 1 Hebrew University of Jerusalem - 1 Indiana University, Bloomington - 1 Lahore University of Management Sciences - 1 New York University - 1 Ohio State University - 1 Oxford University - 1 Princeton University - 1 Saint Joseph's College - 1 Salem College - 1 Sarah Lawrence College - 1 Seoul National University - 1 Southern Oregon University - 1 University of Alabama - 1 University of British Columbia - 1 University of California, Los Angeles - 1 University of California, San Diego - 1 University of California, Santa Barbara - 1 University of Georgia - 1 University of Nebraska, Lincoln - 1 University of Nebraska, Omaha - 1 University of New Mexico - 1 University of San Francisco - 1 Villanova University - 1 Wesleyan University - 1 Yale University - 1 Columbia University
96 history grad students list their pre-PhD degrees on their Columbia webpages
63 came into the PhD program with a Bachelor's and Master's degree; 33 only had a Bachelor's degree
Most common MA institutions for Columbia PhD students:
Columbia University - 9 Oxford University - 5 Cambridge University - 4 New York University - 3 Bogazici University, Istanbul - 2 Fordham University - 2 University of Chicago - 2 American University in Cairo - 1 Beijing Foreign Studies University - 1 Brown University - 1 Central European University - 1 Chinese University of Hong Kong - 1 Complutense University of Madrid - 1 El Colegio de Mexico - 1 Erasmus Mundus European Masters in Migration and Intercultural Relations program - 1 Free University of Berlin - 1 Georgetown University - 1 Hong Kong University - 1 Jewish Theological Seminary - 1 London School of Economics - 1 National Taiwan University - 1 National University of Lujan - 1 National University of Singapore - 1 Old Dominion University - 1 Sarah Lawrence College - 1 Stanford University - 1 Syracuse University - 1 Tel Aviv University - 1 Tufts University - 1 University of Amsterdam - 1 University of California, Berkeley - 1 University of Maroua - 1 University of Michigan - 1 University of Notre Dame - 1 University of Roehampton in London - 1 University of Texas, Austin - 1 University of Tokyo - 1 University of Virginia - 1 University of Zurich, Switzerland - 1 Warsaw University - 1 Wheaton College - 1 Yale Law School - 1 York University - 1 Most common BA institutions for Columbia PhD students:
Harvard College - 6 Columbia University - 4 Princeton University - 4 University of California, Berkeley - 4 University of Chicago - 4 Yale University - 4 Barnard College - 3 New York University - 3 Tel Aviv University - 3 Amherst College - 2 Bogazici University, Istanbul - 2 Cambridge University - 2 Cornell University - 2 Duke University - 2 Georgetown University - 2 McGill University - 2 Reed College - 2 Amsterdam University College - 1 Baylor University - 1 Beijing Foreign Studies University - 1 Bowdoin College - 1 Brandeis University - 1 Carleton College - 1 Chinese University of Hong Kong - 1 Colgate University - 1 College of William and Mary - 1 Concordia University in Montreal - 1 Dartmouth College - 1 Drake University - 2 Fairfield University - 1 Franklin & Marshall College - 1 Graduate Institute of International and Development Studies in Geneva - 1 Hebrew University of Virginia - 1 Lewis and Clark College - 1 London School of Economics - 1 National Autonomous University of Mexico - 1 National Taiwan University - 1 National University of Singapore - 1 Northwestern University - 1 Oxford University - 1 Peking University - 1 Pomona College - 1 Sarah Lawrence College - 1 Stanford University - 1 Truman State University - 1 United States Military Academy at West Point - 1 University College Utrecht - 1 University of California, Los Angeles - 1 University of Michigan - 1 University of Mississippi - 1 University of North Carolina, Chapel Hill - 1 University of Notre Dame - 1 University of Pennsylvania - 1 University of Texas, Austin - 1 University of Tokyo - 1 University of Wisconsin, Madison - 1 University of Zurich, Switzerland - 1 Warsaw University - 1 Wesleyan University - 1 Williams College - 1 Yonsei University - 1 York University - 1 Washington University in St. Louis - 1 Harvard University
78 history grad students list their pre-PhD degrees on their Harvard webpages
50 came into the PhD program with a Bachelor's and Master's degree; 28 only had a Bachelor's degree
Most common MA institutions for Harvard PhD students:
Harvard University - 14 Cambridge University - 7 Oxford University - 3 Yale University - 2 Central European University - 1 Columbia University - 1 Florida Atlantic University - 1 Florida International University - 1 Harvard Divinity School - 1 Indiana University - 1 Jadavpur University - 1 King's College, London - 1 London School of Economics - 1 National Taiwan University - 1 Peking University - 1 Princeton University - 1 School of Oriental and African Studies - 1 Stanford University - 1 Sydney Law School - 1 University de Paris I - 1 University of California, Los Angeles - 1 University of Chicago - 1 University of Illinois, Urbana Champaign - 1 University of Texas, Austin - 1 University of Tokyo - 1 University of Virginia - 1 University of York - 1 Vanderbilt University - 1 Most common BA institutions for Harvard PhD students:
Columbia University - 5 University of Chicago - 4 University of Michigan - 4 Yale University - 4 Brown University - 3 Harvard University - 3 University of Pennsylvania - 3 Amherst College - 2 College of William and Mary - 2 Grinnell College - 2 Princeton University - 2 University of California, Berkeley - 2 University of Virginia - 2 Washington University in St. Louis - 2 Williams College - 2 Adams State University - 1 Arizona State University - 1 Boise State University - 1 Bowdoin College - 1 Brandeis University - 1 Bucknell University - 1 Carleton College - 1 Colby College - 1 Emory University - 1 Florida Atlantic University - 1 Fudan University - 1 Indiana University - 1 Jadavpur University - 1 King's College, London - 1 Lewis and Clark College - 1 McGill University - 1 Middlebury College - 1 Millsaps College - 1 National Taiwan University - 1 New York University - 1 Occidental College - 1 Oxford University - 1 Peking University - 1 Pomona College - 1 Stanford University - 1 State University of New York, New Paltz - 1 Swarthmore College - 1 Tufts University - 1 University of California, Santa Cruz - 1 University of Illinois, Urbana-Champaign - 1 University of Rochester - 1 University of St. Andrews - 1 University of Sydney - 1 University of Texas, Austin - 1 University of Zurich - 1 Princeton University
97 history grad students list their pre-PhD degrees on their Princeton webpages
68 came into the PhD program with a Bachelor's and Master's degree; 29 only had a Bachelor's degree
Most common MA institutions for Princeton PhD students:
Oxford University - 10 Cambridge University - 7 Princeton University - 6 Columbia University - 4 Yale University - 3 Katholieke Universiteit Leuven - 2 King's College, London - 2 Leiden University - 2 New York University - 2 Yale Law School - 2 Bangalore University - 1 Catholic University of Rio de Janeiro - 1 Central European University - 1 City University of New York - 1 Courtauld Institute of Art, London - 1 Humboldt University in Berlin - 1 Hunter College - 1 Imperial College, London - 1 Jadavpur University, Kolkata - 1 London School of Economics - 1 Ludwig-Maximilians-Universität - 1 Rutgers University - 1 Sabanci University in Istanbul, Turkey - 1 Stanford University - 1 Temple University - 1 Trent University - 1 Tufts University - 1 University of Amsterdam - 1 University of Cape Town - 1 University of Colorado - 1 University of Georgia - 1 University of Massachusetts, Amherst - 1 University of Sydney - 1 University of Texas, Austin - 1 University of Washington - 1 University Torcuato di Tella - 1 Utrecht University - 1 Warburg Institute, University of London - 1 Most common BA institutions for Princeton PhD students:
University of Chicago - 7 Yale University - 6 Washington University in St. Louis - 4 Harvard University - 3 University of California, Berkeley - 3 Columbia University - 2 Cornell University - 2 London School of Economics - 2 McGill University - 2 New York University - 2 University College London - 2 University of British Columbia - 2 University of Michigan, Ann Arbor - 2 University of Pennsylvania - 2 Williams College - 2 Amherst College - 1 Aristotle University - 1 Bard College - 1 Barnard College - 1 Brown University - 1 Cambridge University - 1 Colby College - 1 Connecticut College - 1 Dartmouth College - 1 Delhi University - 1 Duke University - 1 Federal University of Rio de Janeiro - 1 Freiburg University - 1 Humboldt University in Berlin - 1 Imperial College, London - 1 Indiana University, Bloomington - 1 Leiden University - 1 Ludwig-Maximilians-Universität - 1 National Law School of India University - 1 Northeastern Illinois University - 1 Northwestern University - 1 Oregon State University - 1 Oxford University - 1 Princeton University - 1 Rhodes University, South Africa - 1 Ripon College - 1 School of the Art Institute of Chicago - 1 St. John's College, Annapolis - 1 Stanford University - 1 Temple University - 1 Tufts University - 1 University of Alabama - 1 University of Amsterdam - 1 University of Bielefeld - 1 University of Buenos Aires - 1 University of California, Los Angeles - 1 University of California, Santa Cruz - 1 University of Colorado - 1 University of Georgia - 1 University of Hong Kong - 1 University of Kentucky - 1 University of King's College - 1 University of New South Wales - 1 University of North Carolina, Chapel Hill - 1 University of Oklahoma - 1 University of Richmond - 1 University of Rome - 1 University of Sydney - 1 University of Texas, Austin - 1 University of Warsaw - 1 Utrecht University - 1 Wesleyan University - 1 Whitworth University - 1 Stanford University
67 history grad students list their pre-PhD degrees on their Stanford webpages
49 came into the PhD program with a Bachelor's and Master's degree; 18 only had a Bachelor's degree
Most common MA institutions for Stanford PhD students:
Stanford University - 8 Yale University - 3 American University in Cairo - 2 Columbia University - 2 École des Hautes Études en Sciences Sociale - 2  Oxford University - 2 University of Chicago - 2 University of Edinburgh - 2 Cambridge University - 1 Central European University - 1 CSU Fresno - 1 Federal University of Parana - 1 Harvard Business School - 1 Harvard University - 1 Istanbul Sehir University - 1 King's College London - 1 London School of Economics - 1 San Francisco State University - 1 Sciences Po Paris - 1 Tel Aviv University - 1 Tufts University - 1 University of California, Berkeley - 1 University of Guelph - 1 University of Illinois, Urbana-Champaign - 1 University of Indianapolis - 1 University of Kent - 1 University of Maryland - 1 University of Michigan - 1 University of Tartu - 1 University of Tokyo - 1 University of Toronto - 1 University of Washington - 1 Most common BA institutions for Stanford PhD students:
University of California, Berkeley - 5 Harvard University - 4 Princeton University - 3 Washington University in St. Louis - 3 Brown University - 2 Dartmouth College - 2 Emory University - 2 Oberlin College - 2 University of California, Los Angeles - 2 University of Illinois, Urbana-Champaign - 2 Yale University - 2 Amherst College - 1 Arizona State University - 1 Barnard College - 1 Bucknell University - 1 Claremont McKenna College - 1 Coe College - 1 Columbia University - 1 Dalhousie University - 1 Federal University of Parana - 1 Fordham University - 1 Fudan University - 1 Kenyon College - 1 McGill University - 1 Pennsylvania State University - 1 Ruprecht-Karls-Universität Heidelberg -1 San Francisco State University - 1 Santa Clara University - 1 Scripps College - 1 Sorbonne Paris IV - 1 Stanford University - 1 SUNY Albany - 1 Tel Aviv University - 1 Universite Paris I - 1 University of Alberta - 1  University of California, Santa Barbara - 1 University of London - 1 University of Maryland - 1 University of Ottawa - 1 University of Pennsylvania - 1 University of Puget Sound - 1 University of San Francisco - 1 University of Southern California - 1 University of Saint Andrews - 1 University of Tartu - 1 University of Tokyo - 1 University of Toronto - 1 University of Virginia - 1 Wesleyan University - 1 Whitman College - 1 Yale University
108 history grad students list their pre-PhD degrees on their Yale webpages
63 came into the PhD program with a Bachelor's and Master's degree; 45 only had a Bachelor's degree
Most common MA institutions for Yale PhD students:
Cambridge University - 7 Oxford University - 4 University of Chicago - 3 Yale University - 3 Columbia University - 2 London School of Economics - 2 McGill University - 2 University of Alberta - 2 American University in Beirut - 1 American University in Cairo - 1 Bard College - 1 Bard Graduate Center - 1 Bogazici University, Istanbul - 1 Central European University - 1 Dartmouth College - 1 Duke University - 1 Fordham University - 1 Fudan University, Shanghai - 1 Graduate Institute of International and Development Studies, Geneva - 1 Harvard Divinity School - 1 Harvard University - 1 Jewish Theological Seminary - 1 Linköping University - 1 Nanterre University - 1 National University of Singapore - 1 North Carolina State University - 1 Northeastern University - 1 Paris Pantheon Sorbonne University - 1 Peking University - 1 Trinity College, Oxford - 1 Union Theological Seminary - 1 Universidad de los Andes, Bogota - 1 Universite de Montreal - 1 University of Arizona - 1 University of California, Berkeley - 1 University of Cape Town - 1 University of Colorado, Boulder - 1 University of Florida - 1 University of Georgia - 1 University of New Mexico - 1 University of Pavia - 1 University of Tübingen - 1 University of Utah - 1 Vanderbilt University - 1 Yale Law School - 1 York University in Toronto - 1 Most common BA institutions for Yale PhD students:
Yale University - 10 Dartmouth College - 5 Harvard University - 5 Brown University - 3 City College of New York - 3 Johns Hopkins University - 3 Macalester College - 3 New York University - 3 Princeton University - 3 University of North Carolina, Chapel Hill - 3 Amherst College - 2 Georgetown University - 2 McGill University - 2 National University of Singapore - 2 Ohio University - 2 Oxford University - 2 Stanford University - 2 University of Alberta - 2 University of California, Berkeley - 2  University of Chicago - 2 Washington University in St. Louis - 2 American University - 1 Binghamton University SUNY - 1 Columbia University - 1 Emory University - 1 Gallatin School of Individualized Study in New York City - 1 Grinnell College - 1 Kennesaw State University - 1 Lahore University of Management Sciences - 1 Lehigh University - 1 Louvre School - 1 Middlebury College - 1 Montana State University, Bozeman - 1 North Carolina State University - 1 Paris Pantheon Sorbonne University - 1 Peking University - 1 Reed College - 1 Sarah Lawrence College - 1 Smith College - 1  Swarthmore College - 1 Texas A&M University - 1 Trinity College, Oxford - 1 Universidad Catolica in Lima - 1 Universidad de los Andes, Bogota - 1 Universite de Montreal - 1 University of Bologna - 1 University of California, Riverside - 1 University of California, Santa Cruz - 1 University of Florida - 1 University of Hawaii at Manoa - 1 University of King's College - 1 University of Maryland, College Park - 1 University of Minnesota, Twin Cities - 1  University of Pavia - 1 University of Pennsylvania - 1 University of Southern California - 1 University of Texas, Austin - 1 University of Toronto - 1 University of Tübingen - 1 University of Victoria - 1 Weber State University - 1 Wellesley College - 1 Wesleyan University - 1 West Virginia University - 1 Williams College - 1 -------------------------------------
My take on it is that it seems to matter very little where you got your undergrad education. There is a wide variety of undergraduate institutions, and the selection is so diverse it almost makes me wonder if admissions committees purposefully try not to accept too many students with any one undergraduate background. Perhaps ad-coms are more likely to accept a student into a PhD program if the applicant's undergrad institution is one that is not currently represented, so as to increase diversity? I don't know. All of the undergrad institutions are reasonably legitimate though: although you will see humble institutions like Lehigh or Weber State represented, you never see, say, for-profit online programs or conservative bible colleges represented. The prestige of the Bachelor's degree only seems to matter if a student is applying to a PhD program straight out of undergrad with no Master's degree in between.
PhD students at top tier programs do seem to bring Master's degrees from the generally-understood "Top 40"-ish institutions, with a few exceptions. Middle-of-the-pack rated state schools don't seem particularly well represented. In order to enter a top tier PhD program, one typically needs a lower degree either from another top tier institution or from a non-US school (really any foreign school seems to do the trick, even if it's only as "foreign" as Canada).
I have also attached the raw data in a spreadsheet, in case anyone wants to dig into the data a bit deeper.