'Night Soldiers' by Allan Furst. In 1934, a teenage Bulgarian fisherman is killed by a Fascist mob. His older brother is recruited to join the Soviet KGB. Trained as a spy and assassin, he is sent to Spain to fight in the Civil War.

For fantasy, try anything by Tanith Lee. 'Night's Master' is set back when the Earth was still flat, and demon lords rode up from the Underworld to seduce and/or terrorize the humans.