World War II Era

I Have Lived a Thousand Years by Livia Bitton-Jackson (Holocaust memoir)
Boy in the Striped Pajamas by John Boyne (concentration camp through the eyes of a German boy)
Dancing Under the Red Star by Kurt Tobien (an American woman's experiences in Stalinist Russia)
Sarah's Key by Tatiana de Rosnay  (1942 round-up —"Vel d'Hiv incident"—of French Jews by the French authorities)
 Skeletons at the Feast by Chris Bohjalian (mixed group of refugees at the end of the war)
The Guernsey Literary and Potato Peel Pie Society by Mary Ann Shaffer and Annie Barrows (post-German occupation of Guernsey during WWII)
Day After Night by Anita Diamant  (Jewish refugee camp post-WWII)
Night by Elie Wiesel (memoir of Auschwitz)
The Endless Steppe by Esther Hautzig (memoir of author's years in Siberia as a Polish-Jewish exile during WWII)
The Book Thief by Marcus Zusak (tale of the enduring force of love and death in the midst of World War 2)
Briar Rose by Jane Yolen  (Experiences at Chelmo and with the partisan fighters outside the camp)
The Nazi Officer's Wife by Edith Hahn (story of the author's life prior to the Holocaust and then during the war, as she became a "U-boat": an Austrian Jew who went underground and emerged in Munich as an Aryan)
When My Name Was Keoko by Linda Sue Park (YA. Told from the perspective of two Korean teens during the Japanese occupation of Korea during WW2)
The German Woman by Paul Griner (story of an American man and British/German widow in war-torn London)
The Invisible Bridge by Julie Oringer (follows a Hungarian Jew and his family from school in Paris to the labor camps. Amazing.)
Unbroken by Laura Hillenbrand. Incredible true story of one man's survival through a plane crash and over two years in Japanese prison camps.

Japanese-American Experience
 Picture Bride
Hotel on the Corner of Bitter and Sweet by Jamie Ford
When the Emperor Was Divine by Julie Otsuka
Tallgrass by Sandra Dallas

War Era/Related
Buster Midnight's Cafe by Sandra Dallas
Jimmy's Stars by Mary Ann Rodman (YA)
The Postmistress by Sarah Blake
Remains of the Day by Kazuo Ishiguro
Climbing the Stairs by Padma Venkatraman

For a great list of World War II reading, be sure to check out War Through the Generations.