More to add:
Virginia Woolf, Mrs Dalloway, is an obvious choice, but Stevie Smith's
Novel on Yellow Paper (1936?) is another excellent and distinctive
contribution. Isherwood's Berlin Diary is very good on the English
perspective abroad. Graham Greene's It's A Battlefield may not be a great
novel, but it is interesting in terms of technique and in its treatment
of interwar popular culture.
S. Brooke