Eric Ambler is often said to have invented the modern suspense novel. Beginning in 1936, he wrote a series of novels that introduced ordinary protagonists thrust into political intrigues they were ill prepared to deal with. These novels were touted for their realism, and Ambler established himself as a thriller writer of depth and originality. He was awarded four Gold Daggers and a Diamond Dagger from The Crime Writers Association, and named a Grand Master by the Mystery Writers Association. A Coffin for Dimitrios is widely considered to be the best of these, written in 1939 as WWII was approaching and both a masterclass in suspense as well as an exploration of the nature of evil
North from Rome is another spy thriller not set in the past, but written at the time of great upheaval. McInness writing in 1958 about the Cold War is a parallel to Ambler writing about WWII as it was imminent. Both of these classics are fascinating to read as explorations in society's thoughts at the time of these great events, as opposed to contemporary authors looking back at those time periods.
A more contemporary take on the spy game, but just as reflective of the time, this first book about Milo Weaver feels very of the moment.
How could we talk about spy thrillers without mentioning possibly the greatest spy of them all - James Bond. This first book certainly depicts a Bond different from the movies. I highly recommend a read if you think you know James Bond and you've only experienced the movies.