"Shooting an Elephant" by George Orwell. He was a police officer during colonial days in British-run Burma (Myanmar). The story tells of a time when local people required him to shoot a mad elephant- he didn't want to do it, and in theory he was the authority figure. But he was trapped by his position.
It's not clear whether it's a historical event, or a parable about the relationship between colonists and the colonised. But it works either way.
I think She by H Rider Haggard is a great adventure story, and foundational to the way modern stories are told.