Many of my favorite books (both war and non-war) have been mentioned already, but here are two that I really like (yes, I copied the descriptions):
FREE AS A RUNNING FOX by T. D. Calnan - A fine WWII POW story written by T.D. Calnan, an RAF pilot shot down over occupied France in the early stages of WWII. Calnan is badly burned but makes several successful escapes over the next several years.
In something of a contrast to other, better known WWII POW books (e.g. The Great Escape, The Colditz Story), Calnan's story is a very personal, almost romantic adventure story at points. Calnan's prose is not particularly literary but it is very effective. When Calnan surveys the German countryside on a crisp evening soon after escaping from a train, the reader truly experiences the feeling of being as free as a running fox.
In describing life in the prison camps, Calnan displays a keen understanding of human nature, the universal and those aspects which are uniquely British, German and Russian. Throughout his captivity, Calnan seems almost pathologically obsessed with escaping, but never seems to lose his dry, uniquely British wit for very long, even though his hatred for the German war machine is palpable.
A Bridge Too Far, a non-fiction book by Cornelius Ryan, published in 1974, tells the story of Operation Market Garden, a failed Allied attempt to break through German lines at Arnhem in the occupied Netherlands during World War II in September 1944. The title of the book comes from a comment made by British Lt. Gen. Frederick Browning, deputy commander of the First Allied Airborne Army, who told Field Marshal Bernard Montgomery before the operation, "I think we may be going a bridge too far."
A Bridge Too Far was responsible for bringing to the general public's attention the full extent of this massive operation, including a catalogue of errors and miscalculations, whilst highlighting the extreme bravery of the participants.
Any Sci-Fi books by H. Beam Piper.