Each one introduces us to lots of additional layers of discussion for those who want to dig deeper. Many of the references given are to other works I have also had the chance to read or listen to and would recommend folk loop back and follow their own interests after the big picture is explored.
There is perhaps a sixth encompassing work which remains to be listed at this level - that of the future and our place in it. To my mind such a work would recognise that in many ways social structures have become more influential than the individuals that make them up, as entities that sustain themselves, and occasionally wither away or produce offspring in the shape of new alliances or corporations.
1. A Short History of Nearly Everything. Takes us from the origins of space and time up to the present day. It really is a foundational work covering all manner of topics about the physical world in a very accessible way. It's all about what survives, how and why.
2. Sapiens: A Brief History of Humankind. Continues the human story and outlines our rise to dominate this planet, and introduces the social structures that have emerged on top of us too. Being sociable is an essential trait balanced with free thinking.
3. The Shock Doctrine: The Rise of Disaster Capitalism. Explains how our modern economies really work and the price inflicted on the populations in the process. Understanding it all is the only way to make informed political choices.
4. The Demon Haunted World: Science as a Candle in the Dark. Describes how only a science toolkit can help us really understand the universe clearly. Acquiring knowledge and making rational decisions is our duty to ourselves.
5. The God Delusion. Addresses the persistence of religion and how to we can be free of it through better educational processes and thinking methods. Be sociable, and don't worry too much, is my key take away.
They are all available as unabridged audiobooks, free if you use a library service on-line or in-person. Audio is my preferred way of consuming books these days as I can speed things up a bit when I feel the need. If you have suggestions for a candidate sixth work on the future please let me know and I'll check it out :-)
PS. I've now listened to Homo Deus: A Brief History of Tomorrow and it does feel like the sixth book I had been wondering about, though I think I need to listen to it again to be sure. I'm also listening to 21 Lessons for the 21st Century by the same author, which may be part of this as a seventh book, ie for practical action.
Update Aug '23 - I've listened to the above books twice now. For background I also recommend listening to The Selfish Gene, A Brief History of Time, Freakonomics, Guns, Germs and Steel, and I Am a Strange Loop.