The Cellist of Sarajevo by Steven Galloway (2008) — a novel set during the siege, following three residents whose lives cross paths on the streets of the besieged city. Spare and devastating, it captures the texture of daily survival under the shelling without being a war documentary.
Fools Rush In by Bill Carter (2004) — a memoir by an American humanitarian worker who helped create a lifeline between Sarajevo and the world during the siege, smuggling film out and musicians in. The most directly useful book for understanding how the siege felt from inside.
The Bridge on the Drina by Ivo Andrić (1945) — the Nobel Prize-winning novel set on the bridge at Višegrad, tracing four centuries of Bosnia through the lives of the people who live around it. Not specifically about Sarajevo, but indispensable for understanding the country's history.
Logavina Street: Life and Death in a Sarajevo Neighbourhood by Barbara Demick (1996) — a single Sarajevo street followed through the siege by a Philadelphia Inquirer journalist. Granular, human, and precise.