Notes from the House of the Dead by Fyodor Dostoevsky — The account of Dostoevsky's years in the Siberian labour camp at Omsk, written during and after his time in Semipalatinsk. It is the book that rebuilt his reputation after his arrest and exile, and it remains one of the most powerful firsthand accounts of incarceration ever written. Reading it before visiting the Dostoevsky Museum here gives the exhibits a completely different weight.
The Book of Words (Qara sözder) by Abai Qunanbaiuly — The collected philosophical poems and prose of Kazakhstan's national poet. Abai studied in Semipalatinsk as a young man and was shaped by the city's mix of Kazakh, Russian, and world literary culture. His reflections on education, justice, and the Kazakh soul are worth reading both as literature and as context for understanding the country you are in.
Steppe by Chekhov — Not set in Kazakhstan, but Chekhov's long story of a boy crossing the Russian steppe captures the landscape and the particular quality of emptiness that defines the region around Semey better than any travel writing. The steppe here looks almost exactly as Chekhov describes it.
The Polygon by Rollan Seisenbayev — A Kazakh novelist's meditation on the human cost of the nuclear tests, told through the lives of people who lived near the test site. Seisenbayev was one of the early voices documenting what had happened to the communities around the Polygon. The novel is not widely available in English, but it is worth seeking out.