One of the best is 'The Hound of the Baskervilles' by Arthur Conan Doyle. It has a great mystery with the legend of the hound and Sherlock Holmes' brilliant deductions.
Another great one is 'The Nine Tailors' by Dorothy L. Sayers. It's set in a rural English village and involves campanology (bell - ringing). Sayers weaves a complex mystery that is full of atmosphere and interesting characters.