The period leading up to and during WWII is fertile ground for espionage novels. Few novelists working in this sub-genre are better at the underlying history than Alan Furst. His novels are spiced up with all of the standard spy thriller plot elements: shady and/or murderous characters, dangerous situations, narrow escapes, unexpected plot twists and sex. Beyond mere entertainment, however, Furst makes the historical places and events central to his story lines.
After four stand-alone novels, Furst hit his stride with Night Soldiers (1988). All of his subsequent stories are set in the Night Soldiers world, containing recurrent fictional supporting characters and places, especially in Paris (see the Wikipedia article for lists of titles and characters). After reading a few novels in the series, it's fun to start a new one and encounter a familiar character - with one possible exception. The ubiquitous field operative known simply as S. Kolb sometimes becomes a deus ex machina who arrives with a valise full of cash just in time to get the hero out of jail or out of a country.
Earlier entries in the series are uniformly strong, while later efforts Spies of Warsaw and Spies of the Balkans live down to their unimaginative titles. I have yet to read Furst's latest, Mission to Paris. Judging only by the title, I'm expecting it to be better.