The Man Without Qualities by Robert Musil. Set in pre WWI Vienna. It’s a three volume unfinished novel full of brilliant writing, much of which should appeal to the crowd here.
But, as introduction or a summary of a Fin de siecle Vienna that was a progenitor of XXth century and "proving ground for the destruction of the world", start with Allan Janik, Wittgenstein: Vienna Revisited. Wonderfully succint and comprehensive overview.
And of course the (sort-of) French equivalent about life in modern times: In search of lost time.