Wilkie Collins's The Moonstone (1868), widely regarded as one of the first true whodunits
Anna Katharine Green's Initials Only (1911) Initials Only, available at Project Gutenberg.
E. C. Bentley's Trent's Last Case (1913) Trent's Last Case, available at Project Gutenberg.
Agatha Christie's The Mysterious Affair at Styles (1920), introduces Hercule Poirot. The Mysterious Affair at Styles, available at Project Gutenberg.
A. A. Milne's The Red House Mystery (1922), a famous whodunit by the author of the Winnie the Pooh books. The Red House Mystery, available at Project Gutenberg.
Agatha Christie's The Murder of Roger Ackroyd (1926), featuring Christie's best-known character, Belgian sleuth Hercule Poirot, and in which the solution to the crime is related to the narrative technique of the novel (see unreliable narrator)
Dorothy L. Sayers's Unnatural Death (1927), one of the first Lord Peter Wimsey novels
S. S. Van Dine's The Greene Murder Case (1928)
Ronald Knox's The Footsteps at the Lock (1928) -- though Knox is better remembered as the author of ten commandments for writing whodunits and for his short story "Solved by Inspection"
Anthony Berkeley's The Poisoned Chocolates Case (1929), which features six different solutions to the murder (and is an expansion of Berkeley's classic short story, "The Avenging Chance")
Ellery Queen's The Greek Coffin Mystery (1932), regarded by some as the best of his early novels in the Golden Age style
C.P. Snow's Death Under Sail (1932) -- his first novel, after which he turned to mainstream fiction; it features unusually complex characters for a mystery of this period
Rex Stout's The League of Frightened Men (1935), the second Nero Wolfe novel
John Dickson Carr's The Hollow Man (1935, U.S. title The Three Coffins) -- usually considered the quintessential locked-room mystery, replete with a tongue-in-cheek philosophical disquisition on the subject by the detective, Dr. Gideon Fell
Nicholas Blake's Thou Shell of Death (1935), a locked-room mystery
Josephine Tey's A Shilling for Candles (1936) -- which became the basis for Alfred Hitchcock´s 1937 film Young and Innocent.
Ethel Lina White's The Wheel Spins (1936) -- which was filmed by Hitchcock as The Lady Vanishes (1938) (with a changed ending)
Clayton Rawson's Death from a Top Hat, a locked-room mystery
Michael Innes's Lament for a Maker
Cyril Hare's Tragedy at Law (1942)
Helen McCloy's Cue for Murder (1942) -- set in the Broadway district and featuring Dr. Basil Willing.
Christianna Brand's Green for Danger (1944) -- which was made into a celebrated film in (1946)
Edmund Crispin's The Moving Toyshop (1946), a Golden Age mystery which also parodies certain conventions of the genre
From Wikipedia