At Swim, Two Boys by Jamie O’Neill (1916 Ireland)
The Berlin Stories by Christopher Isherwood (1931 Berlin)
The Book of Salt by Monique Truong (1929 Paris)
History of a Pleasure Seeker by Richard Mason (1907 Amsterdam)
While England Sleeps by David Leavitt (1930s London and Spain)*
*There are strong accusations that Leavitt plagiarized Stephen Spender’s life for this novel. You may also want to check out Spender’s autobiography, World Within World, which contains an afterword addressing the allegations.