Christopher Isherwood's Berlin stories (Mr Norris Changes Trains and Goodbye to Berlin). Not sure why it took me so long to find them as I've long been fascinated by the slightly end of days-type hedonistic atmosphere that late Weimar-era Berlin apparently had. From that perspective they really didn't disappoint.

In a similar vein, although it's been a while since I read it, I'd strongly recommend J G Ballard's semi-autobiographical Empire of the Sun - especially the earlier sections set in pre and post invasion Shanghai are also very evocative.