Most of the books that I recommend on this site are management books, but here's a notable exception that is made enthusiastically.
Patrick O'Brian's Aubrey-Maturin series of novels about a Royal Navy captain and his surgeon friend during the Napoleonic Wars is one of the most enjoyable works of literature ever written. The first volume, Master and Commander, is perhaps the slowest, but you quickly realize that you are in the hands of a true novelist. These are not simple swashbucklers and they can teach a lot about leadership.
If you haven't read them, you are in for a treat.