If you read the Kate Quinn books in order, there's a little wink here and there. The stories aren't related, but there's a tiny bit of crossover.
The Alice Network - WWI and post WWII, spy in France meets and American socialite searching for her cousin
The Huntress - Russian pilot, American photographer, and a British reporter team up to track a Nazi war criminal
The Rose Code - three women working at Bletchley Park during WW2 work in separate areas, but their lives intersect. This might be my fav.
The Diamond Eye - Russian woman becomes one of the most lethal snipers during WW2. Winds up on a diplomatic tour in the US and meets Eleanor Roosevelt.
Based on a real person.