Here are some of my favorites:
1) Maus I: A Survivor's Tale: My Father Bleeds History
http://www.amazon.com/Maus-Survivors-Father-Bleeds-History/dp/0394747232/
2) Maus II: A Survivor's Tale: And Here My Troubles Began by Art Spiegelman
http://www.amazon.com/Maus-II-Survivors-Troubles-Began/dp/0679729771/
3) Briar Rose by Jane Yolen
http://www.amazon.com/Briar-Rose-Jane-Yolen/dp/0765342308/
4) 2 Sisters by Matt Kindt
http://www.amazon.com/2-Sisters-Matt-Kindt/dp/1891830589/
5) Number the Stars by Lois Lowry
http://www.amazon.com/Number-Stars-Lois-Lowry/dp/0440227534/
6) The Secret of Priest's Grotto: A Holocaust Survival Story by Peter Lane Taylor
http://www.amazon.com/Secret-Priests-Grotto-Holocaust-Survival/dp/1580132618/
7) The Boy in the Striped Pajamas by John Boyne
http://www.amazon.com/Boy-Striped-Pajamas-John-Boyne/dp/0385751532/
8) Code Talker: A Novel About the Navajo Marines of World War Two by Joseph Bruchac
http://www.amazon.com/Code-Talker-Novel-Navajo-Marines/dp/B000HT2PG6/
9) Rose Blanche by Roberto Innocenti
http://www.amazon.com/Rose-Blanche-Roberto-Innocenti/dp/1568461895/
10) Faithful Elephants: A True Story of Animals, People, and War by Yukio Tsuchiya
http://www.amazon.com/Faithful-Elephants-Story-Animals-People/dp/0395861373/
11) So Far from the Bamboo Grove by Yoko Kawashima Watkins
http://www.amazon.com/So-Far-Bamboo-Grove-rpkg/dp/0688131158/
12) A Coming Evil by Vivian Vande Velde
http://www.amazon.com/Coming-Evil-Vivian-Vande-Velde/dp/0618747818/
13) Dear Miss Breed by Joanne Oppenheim
http://www.amazon.com/Dear-Miss-Breed-Joanne-Oppenheim/dp/0439569923/
14) Milkweed by Jerry Spinelli
http://www.amazon.com/Milkweed-Readers-Circle-Jerry-Spinelli/dp/0440420059/
15) The Devil's Arithmetic by Jane Yolen
http://www.amazon.com/Devils-Arithmetic-Puffin-Modern-Classics/dp/0142401099/