The usual answer for Sweden is "The Emigrants" (Utvandrarna) by Vilhelm Moberg. However, and I don't think this is obvious to foreign readers, the author John Ajvide Lindqvist really writes about Sweden. He's most famous for the book "Let the right one in" about a vampire kid, but the story is actually about growing up as a young boy in Sweden. The horror aspect is part of the genre, but all his books manage to mix a description of swedish society with a supernatural horror element.

Maybe the obvious answer, but East of Eden. It's a genuine masterpiece.

I'm from America so of course our literary classics are pretty widely known in the western world, so I'm going to recommend something a bit more niche: There There by Tommy Orange. It shines light on many different aspects of the Native American experience, specifically in Oakland, California. It covers addiction, poverty, culture, and heritage in a way that I (not Native myself) found moving.