Pulitzer Prize for the Novel:
John Steinbeck for The Grapes of Wrath.

Published in 1940:
For Whom the Bell Tolls by Ernest Hemingway.
Farewell, My Lovely by Raymond Chandler.
The Power and the Glory by Graham Greene.
Horton Hatches the Egg by Dr. Seuss.
Over my Dead Body and Where There’s a Will by Rex Stout.
Sad Cypress and One, Two, Buckle My Shoe by Agatha Christie.
Native Son by Richard Wright.
The Problem of Pain by C.S. Lewis.

Set in 1940:
The Snow Goose by Paul Gallico. Semicolon review here.
Against the Wind by Brock and Bodie Thoene. Reviewed by Beth at Weavings.
Blackout by Connie Willis. Partially set in 1940. Semicolon review here.
While We Still Live by Helen MacInnes. Sheila Matthews, a young Englishwoman is visiting in Warsaw when the Nazis invade. She stays and joins the Polish underground to fight against the German occupation.
The Winds of War by Herman Wouk.
Atonement by Ian McEwen. Semicolon review here.