There are two multi-volumes histories of the Royal Navy that are still cited today. The seven-volume The Royal Navy; a history from the earliest times to the present by William Laird Clowes was published between 1897 and 1903. It is the only attempt to write a complete history of the Royal Navy by a single author. However, Clowes in the later volumes did employ additional authors, among them Theodore Roosevelt and Alfred Mahan. Each volume has its own index; volume 1 takes the history through 1603, so you can imagine the detail in the succeeding volumes. All volumes are also supplemented with numerous charts, portraits, and statistical compilations. A brief biography of Clowes is found in the 1905 edition of Who’s Who; his obituary is online as well. Other writings are here.
The six-volume The naval history of Great Britain, from the declaration of war by France, in 1793, to the accession of George IV (new ed, 1878) was authored by William James whose biography is here (228). It is a very detailed recounting of virtually every encounter during the involved time frame; it also carries various appendices of value. The remarkable aspect of this undertaking was that James not only read many of the published chronicles, but he also perused ships’ log books and when and where he could, he interviewed the actual participants. A vast index to this work should be consulted as well. For more information, read Andrew Lambert’s introduction to a modern reprinting of this work.