In addition to the very fine recommendations already made by our fellow orgers:

Count Belisarius, Robert Graves (A fictionalization of the life of the great Byzantine general. Good historical fiction is quite rare, IMO. This is better than good.)

Jacob's Room, Virginia Woolf. (The saddest book I've read about the First World War––without ever portraying an actual engagement, etc. It's all about the absences that war leaves.)

The Duel, Joseph Conrad (You can't go wrong with this, or the other books by Conrad that have already been recommended. This has a Napoleonic setting, which is nice. Plus, it was turned into a great film.)

The Turn of the Screw, Henry James. (Your teacher might try to tell you that James is American. Don't listen. He spent most of his life in Britain and was far more influential on British writers than their American counterparts. This little book is a masterpiece of psychological horror.)

Last, but not least:

Wind, Sand, and Stars, Antoine de Saint Exupéry (particularly the section called "Prisoner of the Sand." It's about flying a plane. And crashing. In the desert. Also, Exupéry later died in a crash very similar to the one described here.)