At the moment I'm reading Fatherland, by Robert Harris. It's a murder-mystery set in Berlin during April 1964. The main twist to this is that the Nazis won World War II. Harris is a professional historian, so a lot of the book is very believable. Events are mentioned in passing, and it helps to make the story told feel more realistic. It doesn't go into extreme detail on how things happened, and it therefore allows for a lot of backstory originating from the reader as well. I like that in a book.
Robert Harris also wrote Archangel, which is another mystery story, except set in Russia after the death of Josef Stalin. So far I would rate Fatherland more highly, as it feels more well plotted. Both books are excellent, all the same.
I read a lot of different genres of literature. As I love history, I find myself reading a considerable amount of historic fiction and non-fiction. I haven't yet got around to actually reading it, but you might enjoy The Shot by Philip Kerr. I bought it at £1, and never checked the blurb. If I'm not mistaken it's some fiction based on the assassination of John F. Kennedy.
If you're into wartime fiction then you could definitely do worse than Iain Gale's books. Like Robert Harris, he's a historian and author. I've only read his book Alamein (based on the fight for Africa during World War II). It managed to handle conflict from the eyes of the British, the American medics who found themselves in Africa, the Italian army, and the Afrika Korps. I can't speak for the rest of his works but Alamein was quite well-written.
Young Hitler, by Claus Hant, is another excellent book. It's magnificently researched, and gives a good insight into the life of the young Adolf Hitler. Proclaiming itself as a non-fiction novel it manages to bring the first thirty years of Hitler's life to a very appealing story. It's incredibly well researched, and you get a good idea of the kind of books Hitler himself read. As a result I recommend reading it with a smartphone or laptop beside you, in order to check everything. It's so well written you'll only enjoy the book more. It speaks of philosophers like Arthur Schopenhauer and Friedrich Nietzche. There's also Young Stalin, by a different author, but I haven't read it so cannot really comment.
I'd also suggest The Set-Up by Felix Riley and The Holy Thief by William Ryan. Both are the debut works of the two authors, and I really enjoyed both of them. The sequel to The Holy Thief, entitled The Bloody Meadow, is releasing sometime during this month, so you could snag both books and get into what is hopefully a long-running series that way. Felix Riley's story is both witty and different: it's based on crime, sure, but it uses financial backgrounds of shady corporations as a backdrop.