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A Voyage to Arcturus
by David Lindsay (1920)

Mind-boggling metaphysical journey said to have inspired C.S. Lewis' Cosmic Trilogy. Science fictional devices transport an Earthling to the planet Tormance where he has a series of bizarre adventures. These turn out to be examinations of the soul which are embodied in the planet’s somewhat psychedelic lifeforms. The novel did not sell well on release, but has been reprinted many times since.

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The Skylark of Space
by E.E. 'Doc' Smith (Serialised in 1928)

Smith had finished writing this by 1920 before its publication in Amazing Stories magazine in 1928. Widely regarded as the prototype for a host of pulp space operatic fare that would follow, the novel begins with the accidental discovery of a nuclear-type space warp process that will allow interstellar travel. Good-guy Dr. Richard Seaton ends up fighting nasty Dr. Marc DuQuesne for its control.

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The Mightiest Machine
by John W. Campbell (Serialised in 1934-1935)

A million light-years from Earth, a solitary spaceship floats through a swarm of enemies. The ship was an experimental vessel from Earth that utilised a revolutionary new concept in mechanics, developed by the near-superman Aarn Munro. The enemy vessels were unknown to Mankind, for the new drive had taken the vessel into an unmapped void. A 'super-physics' classic.

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Odd John
by Olaf Stapledon (1935)

Stapledon airs his ideas on true community through this tale about a highly intelligent human mutant. John’s plan for a new order starts with a finance plan involving theft and murder. He telepathically tracks down others of his kind and they eventually establish a utopia on a Pacific island. Controversial in its day due to John's somewhat broad spectrum of morality and behaviour.

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War with the Newts
by Karel Capek (1936; English edition 1937)

Dystopian satire in which top Czech writer famous for inventing the word 'robot' takes aim at oppression and exploitation. A race of intelligent Salamanders (Newts) is discovered and promptly enslaved by humans. They rebel and set about taking over the world. Along the way, the author deftly satirises science, runaway capitalism, fascism, journalism, militarism, and even Hollywood.

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Swastika Night
by Katharine Burdekin writing as Murray Constantine (1937)

A remarkable pre-war feminist cautionary tale about a future where Germany and Japan have won World War II. The novel projects a totally male-controlled fascist world that has eliminated women as we know them. Women are reduced to breeder status, while men in this post-Hitlerian world are embittered automatons, having abolished all history, education, creativity, books, and art.

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Slan
by A.E. van Vogt (Serialised in 1940)

Slans are oppressed mutant supermen, spurned by 'normal society'. The young hero survives the arrest and subsequent death of his mother, eventually learning of his extraordinary strength and psychic abilities as he reaches manhood. He falls in with Earth’s dictator and plenty of political intrigue and romance follows. In 2016 the novel received the Retro-Hugo Award for Best Novel for 1941.

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Final Blackout
by L. Ron Hubbard (Serialised in 1940)

World War II has been raging for thirty years and 'the Lieutenant' is torn between blindly obeying orders or doing what he knows in his heart is right for his country. God 'n' country gets the nod and a single platoon of committed soldiers sacrifice all to save civilisation. Hubbard gained worldwide attention as the founder of the controversial Church of Scientology in late-1953.

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Lest Darkness Fall
by L. Sprague de Camp (1941)

Classic alternative-history yarn about archaeologist Martin Padway who is struck by lightning and catapulted back in time to the declining days of the Roman Empire. With the benefit of fourteen centuries hindsight, he becomes a Quaestor and sets about trying to the fend off the Dark Ages using his practical engineering know-how. Although dubious, considered a sci-fi classic.

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Adventures in Time and Space
edited by Raymond J. Healy and J. Francis McComas (1941)

The earliest sci-fi anthologies commonly tried to pack in as much as they could, while giving little thought to substance, coherence and/or quality. This collection of short fiction from 1932-1944 and its derivative versions are the exceptions, with the 1957 hardcover edition containing an insightful introduction to the state of the genre, including the 'pseudonym issue'. Historically essential.