You know the phrase "Big Brother is watching?" Yeah, they're talking about 1984 by George Orwell. 1984 is about a dystopian society where a totalitarian government is in power and they've established a highly invasive police state reminiscent of the Red Terror in Stalin's Russia. The book centers around the protagonist, Winston Smith, and follows his nerve-wracking journey going against the system.
The Power and the Glory is about a flawed priest who’s on the run from a socialist government seeking to stamp out Catholicism in a region of Mexico.
Jude the Obscure is more or less a giant soul suck. If you're looking for a depressing read that's going to ruin you, day in and day out, this is the book for you.