For the rich and complex historical context of the social sciences into which game theory fits, an excellent guide is:
Smith, Roger. The Norton History of the Human Sciences. New York: W.W. Norton, 1997.
And for a comprehensive account of attempts to apply physics to the social sciences:
Ball, Philip. Critical Mass: How One Thing Leads to Another. New York: Farrar, Straus and Giroux, 2004.
A few additional books and articles of relevance are listed here; many others addressing specific points are mentioned in the notes.
Harman, P.M. The Natural Philosophy of James Clerk Maxwell. Cambridge: Cambridge University Press, 1998.
Henrich, Joseph, et al., eds. Foundations of Human Sociality: Economic Experiments and Ethnographic Evidence from Fifteen Small-Scale Societies. New York: Oxford University Press, 2004.
Macrae, Norman. John von Neumann. New York: Pantheon Books, 1991.
Nasar, Sylvia. A Beautiful Mind. New York: Simon & Schuster, 1998.
Watts, Duncan J. Six Degrees. New York: W.W. Norton, 2003.
Ashraf, Nava, Colin F. Camerer, and George Loewenstein. “Adam Smith, Behavioral Economist.” Journal of Economic Perspectives, 19 (Summer 2005): 131–145.
Ball, Philip. “The Physical Modelling of Society: A Historical Perspective.” Physica A, 314 (2002): 1–14.