Not sure if it fits your description exactly -- I do think it does mostly if not completely -- but "Introduction to Probability" by Grinstead and Snell, published by AMS, is an excellent book on P & S. Here's the website -
http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html ; complete book is available for download for free! Of course, you may chose to buy the print version as well.
The book focusses on giving detailed introductions to concepts with judicious historical and background information about how the techniques/theory developed. In addition, it has numerous examples and exercises. For me the book has proved to be terribly useful in getting some hold on probability. Hope it helps others too.