Right. There are a lot of good war stories that are well done. Some of my favorites are Up Periscope, The Enemy Below, Patton, The Grey Ghost, and the Audie Murphy bio - To Hell and Back. Though not really classics, still, very good stories in the pursuit of victory.
Then there's the ill-fated or tragic quest, like Billy Budd, or Herman Melville's Moby Dick - both classics in their own right.
I also enjoy fiction with a political bent, such as: Fahrenheit 451, The 480, The Ugly American, and Sarkahn.