I third the recommendation for Amelia Peabody. I also like the Ethan Gage series by William Dietrich set in Egypt. I am currently reading Book 2 of the Cassie Maddox series by Tana French, police detective mysteries set around Dublin. If you are looking for something classic, I like the Edgar Allan Poe short stories featuring C Auguste Dupin set in Paris (look up
Murders in the Rue Morgue). Dupin's character was the precursor to other famous detectives like Sherlock Holmes and Hercule Poirot.
This website has a very good list.
http://www.mysterylovers.com/books/b...bs/foreign.php