I must recommend Lord Kalvin of Otherwhen by H. Beam Piper. It’s about a state trooper who finds himself in an alternate Earth with mostly medieval technology where one kingdom has discovered gunpowder, but considers it to be a religious secret.
Piper wrote several of what he called “Paratime” stories (Kalvin is actually 3 connected novellas). The other stories are collected in one volume called (appropriately enough) Paratime.
(There is also a sequel to Kalvin, not written by Piper, called Great Kings War but I didn’t think it held up as well.)
A few others…
The Man in the High Castle by Philip K Dick. A classic alternate history novel in which the US lost WW II. A bit strange but, hey, it’s Philip K. Dick.
The Proteus Operation by James Hogan. Kind of a cross between alternate history and time travel. In an alternate world where WW II is still continuing in the 1980’s, a team is sent back in time to 1940 to influence the war.
Alternaties by Michael P. Kube-McDowell. An alternate world (in the 1980s) where the Soviet Union is the dominant economic and political power while the US is on the verge of collapse. The US discovers portals to alternate worlds and is sending agents through to gather resourses and technology. One agent decides that he may prefer to stay in one of the alternate worlds.
The Difference Engine by William Gibson and Bruce Sterling. One of the first “steampunk” novels. Alternate history in which Babbage’s analytical engine is completed, setting off the computer revolution in the late 19th century.
I’ll also mention…
S.M. Stirling’s Draka novels. A set of not-so-nice alternate histories in which a group flees the Confederacy at the end of the US Civil War and establishes a totalatarian, slave-owning society in southern Africa, which then grows to become a major world power. The novels are told from the point of view of the aristocracy of this society. They aren’t nice people.