These are a collection of my favorite research books. Now, I don't necessarily recommend these for your primary research (ie those where you gather the information), but these are good primary resources (ie books from that time period). Lucy Maud Montgomery, wrote many of her Anne books in the early 1900s. Ngaio Marsh (New Zealand) and Dorothy L. Sayers (England) are contemporaries of Agatha Christie.
If you have characters living in these time periods, they would have heard about, or read some of these books. The best part of the books is to gain a feel for the time period's wording as well as some of the slang. In looking back, I sometimes think that proper individuals wrote and spoke with proper English grammar, and few contractions. In researching, and reading, I've learned that it isn't always so. Bear in mind that they reflect their time period, so stereotypes and attitudes are present.
I'll put authors in this bibliography, not necessarily books since they wrote over the time span. So, for a fun bibliography, books to read include:
Ngaio Marsh (Roderick Alleyn)
Dorothy L. Sayers (Lord Peter Wimsey)
Agatha Christie (Miss Marple, Poirot)
F. Scott Fitzgerald (Bernice Bobs Her Hair, The Great Gatsby)
L. M. Montgomery (Anne of Green Gables, Emily of New Moon)
Edward Plunkett, Baron of Dunsany (Gods of Pegana)
L Frank Baum (Wizard of Oz)
Sigrid Undset, (Kristin Lavransdatter)
And the list can go on, of course. One of my general history books is a timeline and lists books, plays, songs and other art items that were first published or performed in a given year, so that is another place to look at for authors as well. Bear in mind that depending on how old a character is, she might enjoy reading books from ages past such as Jane Austen's books or Louisa May Alcott. Other characters might have read G.A. Henty or H.R. Haggard. Then, as now, some read Homer, Shakespeare and other classical authors.
Don't dismiss fantasy or science fiction from your reading, even if one of your characters refuse to read the genres. These books can give you an excellent idea about the fears and hopes of the time periods as well. Beyond that, they still give an idea about the world in which the author resided. This holds true for historical fiction novels written in the same time period. By historical novels in that time period, I refer to authors living and writing during the 1920s whose books were written about another time period such as Sigrid Undset whose Kristin Lavransdatter trilogy takes place in medieval Norway. A note concerning books such as Kristin Lavransdatter: Sigrid Undset wrote in Norway so unless a character can read Norwegian, remember to discover the translation date as well as the publication date.
All of this holds true no matter what time period your novels take place - reading the fictional books of the time period can be just as important as reading the historical accounts and non-fiction books of a time period.