Small Change

The "Small Change" trilogy by Jo Walton -- consisting of Farthing, Ha'penny, and Half a Crown -- is a series of detective novels set in an Alternate History where World War II ended with Hitler still alive and in possession of most of continental Europe.

Farthing starts out as a classic English country-house murder mystery, investigated by Inspector Carmichael of Scotland Yard, but becomes darker and more complicated as Carmichael begins tripping over the political threads that run through the case. Things go downhill from there, for Carmichael personally and for England as a whole.

The short story "Escape to Other Worlds With Science Fiction" is set in the United States in the same timeline, with different characters.

This series provides examples of:

 * Allohistorical Allusion: An unnamed handsome singer from Liverpool at the British Power rally in Half a Crown is almost certainly Paul McCartney. Several references are made to a science fiction novel titled 1974.
 * Alternate History: The main departure point is the US not supplying the Allies through the Lend-Lease Act.
 * The Atoner: Carmichael, especially towards those who are Killed to Uphold The Masquerade in Farthing, and the driving force behind the Inner Watch.
 * Big Brother Is Employing You: Carmichael in the latter part of the series.
 * Bi the Way: David Kahn was Lucy's brother's best friend and lover in the RAF- David is very reluctant to admit it, but Lucy completely understands. Lucy seems to have particularly good Gaydar, spotting those who are "Greek" (gay), "Macedonian" (bi), and "Roman" (straight).
 * A Bloody Mess: in Farthing
 * Concert Climax: in Ha'penny
 * Cryptic Background Reference: In Half a Crown, it's never stated what happened to cause the large amount of unrest and crackdowns in 1955.
 * Day of the Jackboot: England in this timeline.
 * Evil Cripple: after the events of Ha'Penny.
 * Family Theme Naming: The Larkin sisters in Ha'penny are all named after Shakespeare characters.
 * Flaw Exploitation: Carmichael has the threat of being exposed as gay and his partner Jack's safety constantly hanging over his head.
 * Genteel Interbellum Setting: The series effectively extends this into the 1950s, with Britain only participating in World War II from 1939-41.
 * Great Offscreen War: Germany continued fighting on the Eastern Front past 1949; Japan conquered most of China.
 * Hitler Ate Sugar: Events from Ha'Penny get a Call Back in Half a Crown with the fallacious saying going around amongst the debutantes: " asked a man to dance with her at a ball, and look where she ended up!"
 * Honorary Uncle: Carmichael to Elvira in Half a Crown
 * I Never Said It Was Poison: in Farthing.
 * Killed to Uphold The Masquerade: in Farthing.
 * My God What Have I Done: in Ha'penny
 * No Celebrities Were Harmed: the eccentric upper-class Larkin sisters central to Ha'Penny are clearly based on the real Mitford sisters, right down to some becoming fascists and one becoming a communist.
 * Unity Mitford is mentioned in Half a Crown, so they still exist.
 * An Offer You Can't Refuse: Carmichael is blackmailed into.
 * Rage Within the Machine: Carmichael, Jacobson, and the rest of the "Inner Watch", who secretly use the power and resources of their State Sec jobs to operate an extensive underground railroad.
 * Rich Bitch: Most of the women in the Farthing Set
 * Settled for Gay: Poor Daphne Normanby.
 * Shout Out Theme Naming: The Larkin sisters, all named after Shakespeare characters.
 * Stage Name: Ha'Penny has Viola Larkin, who goes by Viola Lark on the stage to distance herself from her famous and influential Blue Blood family.
 * State Sec: The Watch in Half a Crown.
 * Suicide Pill: In Half a Crown, everyone who's aware of the "Inner Watch" is fitted with a poison tooth as a matter of course.  tooth is forcibly removed before he can get a chance to break it.
 * Ten Little Murder Victims: subverted in Farthing, which is set up as a classic country house Genteel Interbellum Setting murder mystery, then turns out to be.
 * Token Enemy Minority: Invoked by Jacobson in Half a Crown, the token Jewish member of the Watch. He's perceived as a Collaborator Figurehead by most of the remaining British Jewish community, who naturally don't know he's part of the Inner Watch's Rage Within the Machine.
 * Two Lines No Waiting: Each of the novels is structured with alternating chapters from the point of view of Inspector Carmichael (3rd person), and a young woman writing in the 1st person: Lucy Kahn in Farthing, Viola Larkin in Ha'Penny, and Elvira Royston in Half a Crown.
 * Underground Railroad: The Inner Watch
 * Well Intentioned Extremist: The Scottites and their IRA connections in Ha'Penny.
 * Where Everybody Knows Your Flame: The Caravan Club in Half a Crown.
 * Zero Approval Gambit: Throughout the books, Carmichael is attempting to make up for the moral compromises he has been blackmailed into by getting as many innocents as he can out of the country.