The Sheltering Sky by Paul Bowles
Morocco. A sort of Big Book of Wandering, with the refulgent, sexy details of the external landscapes matched only by the characters' internal rootlessness. Bowles' prose is always clean and elegant, but this book is his best.
Giovanni's Room by James Baldwin
Paris. Like all great expat novels, the main character here is not just leaving behind America, but attempting to leave behind a part of himself, in this case his homosexuality. Finished in 1956, this underread novel is painfully dated in that it accepts as a given that homosexuality is a basic moral flaw. Luckily Baldwin's talent transcends this, and the novel, in the end, is about the flaws inherent to love itself.
The Good Soldier by Ford Madox Ford
England. This novel's structure alone is something to marvel at. Two couples: One wife is having an affair with the other's husband and the other wife knows this, which means that, out of the four of them, three know about the affair, and the fourth who doesn't just happens to be the narrator. How they all end up in England is part of the story of the affair, but how they each individually relate to their expat status mirrors their relationship to the truth of the affair.
The Portrait of a Lady by Henry James
Italy. One of the peculiar qualities of America is that the best way to learn about it is to leave it, and the heroes and villains in James' novels always have the good sense to do this in the high style of the idle rich. The question of what exactly it means to be an American is never asked outright; it doesn't need to be because the whole intricate plot is a meditation on which American qualities can be either worn or shed depending upon mood and circumstance and which ones we're just plain stuck with.
A Moveable Feast by Ernest Hemingway
Paris. Hemingway had enough smarts to call this a novel despite the fact he and his friends brazenly star in it. Forget all that "what is it to be a man?" angst from his other works; here Hemingway tells us in great good humor (you sort of feel like you're being told this story at the airport bar) what it means to be a writer in a foreign country. If you're not already an expat writer when you start this book, by the time you're done you want to give up your New York lease (real expats don't sublet) and hail a cab to Kennedy.