The Deluge by Adam Tooze is excellent for the economic side of things, and The Lights That Failed by Zara Steiner gives a good account of the period from the end of WWI to the Great Depression, when things looked like they were getting better. The sequel, Triumph of the Dark, covers the period 1933 to 1939. Richard Overy's The Twilight Years is a good review of interwar Britain, and P.M.H Bell's Origins of the Second World War is excellent for interwar Europe as well.

I second a few of the suggestions elsewhere:

Steiner's The Lights that Failed & Triumph of the Dark are in many ways the best things you can pick up for a comprehensive, up-to-date, overview of the period (with its own argument about the importance of the "hinge years" of 1929-33).

Tooze's Deluge is, as already stated, a great read for the importance of WW1 and US finances to the post-war order. I would also add a couple of "classic" books on that subject if you are interested - Bruce Kent's The Spoils of War: The Politics, Economics, and Diplomacy of Reparations 1918-1932 (for the importance of reparations) and Barry Eichengreen's Golden Fetters: The Gold Standard and the Great Depression 1919-1939 to complete the economic side (they tie to the politics of the period very well). Stephen Schuker's The End of French Predominance in Europe: The Financial Crisis of 1924 and the Adoption of the Dawes Plan is also important, but might be too specialised - but the argument, and the events it explains, are important.

Patricia Clavin's Securing the World Economy: The Reinvention of the League of Nations 1920-1946 is an important book on the international efforts of the time, as the LoN and its failures are key to understanding any of the politics (especially minority) politics of the interbellum. If you want more on that, try Carole Fink's Defending the Rights of Others. (which does a great job of showing how German nationalism could play out through the LoN minorities protection system, and how it was in some way a precursor - albeit very different - to Hitler's policy in this regard). EH Carr's The Twenty Years Crisis 1919-1939: An Introduction to the Study of International Relations is a forceful, if politicised and, for some, outdated argument - but I would hold that it is still an indispensable book to the historiography of the period.

Country-specific things: Charles Meier's Recasting Bourgeois Europe: Stabilization in France, Germany and Italy in the Decade after World War I still stands tall in explaining the so-called "boring" politics of how these states tried (and often failed) to stabilise in a period where both the left and right were on the rise. For the rise of fascism in Germany, I have always been a fan of George Moss's The Crisis of German Ideology: Intellectual Origins of the Third Reich and Allen's The Seizure of Power: The Experience of a Single German Town 1922-1945 (and to some extent Peter Fritzsche's Germans into Nazis) - these two should give you both one argument for the link between Nazism and previous German intellectual movements, and how it played out in a single town. Of course, Evans' trilogy is a meaty backbone, so that is why I added some other books here. For similar arguments for Italy, Adrian Lytteton's The Seizure of Power is the classic, I feel. Fascism more widely is covered by a variety of general books - it depends what you want from them. For an overview of the intellectual side I think Robert Paxton's Anatomy of Fascism is a forceful argument; if you want a quick overview of the continent's different fascist movements, Stanley Payne's A History of Fascism does that well.

The field of Soviet studies is huge, and there can be a host of things that can be said here. Are you more interested in the Terror? In politics? In the economic changes? I would say the most interesting things, for me, are the transformations of a backward society into a modern one, and the effects that the Soviet path had on society and politics. For this, I think Stephen Kotkin's Magnetic Mountain and Sheila Fitzpatrick's Everyday Stalinism are both fascinating, engaging, key and very readable books by two of the field's greatest scholars.

For Yugoslavia, I can recommend Ivo Banac's classic The National Question of Yugoslavia. It will get right down into the grit of the internal politics of the country, but will also give you an argument about the plans that fell through (keep in mind, his is a controversial view - some would say the "Croat" one only - but it is key for the field nonetheless).

For other Balkan countries, I would recommend Stephen Groueff's Crown of Thorns on the reign of Boris III of Bulgaria. It might be a small country, but through the Tsar's persona, Groueff looks at the trials and tribulations of a small, unstable and backward state dealing with modernity between the wars; and how it tries to slalom around the big problems of the day (including its status vis-a-vis Nazi Germany, and the saving of Bulgarian Jewry). Plus Boris himself is a fascinating figure.

For Romania, I like Irina Livezenu's Cultural Politics in Greater Romania, an argument about how nations are formed by modern states; the issue of backwardness; and how even the "winners" in WW1 faced problems they didn't envision (here, the problem is making Romanians out of the newly acquired populations).

Bernd Fischer's Balkan Strongmen is a very readable collection of essays on the different authoritarian leaders of the Balkans. Most of them do cover the interbellum era, the second half is on communists (you can skip that) - King Zog, Carol of Romania, Boris of Bulgaria, Metaxas in Greece etc.

If you want a good biography of an influential, interesting figure that toiled during this period, look at Ataturk: An Intellectual Biography by Hanioglu. It is small, somewhat biased, but gives you a quick and interesting look at this key figure.

France and UK and elsewhere: I am sure other people have more experiences and expertise with that, so I will stop here! Hope this helps even a little bit!

A possible good read for Germany specifically might be "The Third Reich Trilogy" by Richars J. Evans, especially the first two books "The Coming of the Third Reich" and "The Third Reich in Power" that cover the time of the German Empire through the outbreak of WWII. It covers the political, and sometimes economical, situation in Germany from the mid 1800's all the way to the collapse of the Nazi Germany if you continue with the third book, "The Third Reich at War."