Suite Française by Iréne Nèmirovsky is about the invasion of France and is wonderful. It is unfinished for the saddest of reasons - the author died in a concentration camp, but it is still immensely readable.
The Cazelet Chronicles by Elizabeth Jane Howard; the first one, The Light Years, is set in the run-up to the Second World War.
RF Delderfield’s The Dreaming Suburb and its sequel, The Avenue Goes to War. The first one starts with a soldier’s return to his family in 1918.
HE Bates’ Fair Stood the Wind for France is about a pilot crash-landing in occupied France, trying to avoid capture and hiding out with a French family.
Nevill Shute’s Pied Piper is about an elderly, grieving hero struggling to outrun the invasion of France while rescuing some children who have been landed on him.
The Book of Ebenezer Le Page by GB Edwards, covers the occupation of Guernsey, and was recommended to me on another thread - I loved it.
Judith Kerr’s The Other Way Round (also published as Bombs on Aunt Dainty) is the sequel to When Hitler Stole Pink Rabbit and is set in wartime London when Anna becomes an art student.
Thomas Keneally’s Schindler’s Ark (also published as Schindler’s List after the film was made) is a hard read, but a very powerful one.