1997 Academy Award winner for Best Foreign Language Film: Kolya, which takes place in Soviet-occupied Prague. Wonderful movie; available on Netflix and probably your local library.

There is a book titled, "Waiting for Sunrise" that was supposed to be an espionage novel... We tried to watch "Before Sunrise," to see the Vienna scenes, but couldn't get past the cheese-y dialogue and turned off the movie.

This book for Budapest.

The first 20 minutes of Mission Impossible (the first movie) are in Prague - from Kampa Island to Old Town Square (the restaurant where Ethan Hunt meets Kittridge is fake).

Anything about Raoul Wallenberg (or Adolf Eichmann) will discuss Budapest.

Anything about the Golem of Prague, The Prague Spring, or the Velvet Revolution will discuss Prague.

I'm probably too late to assist the person who originally posted this, but I thought I'd add a little something for those who come later.

If you like being in locations where films were shot, check out Amadeus for Prague, noting these places:
https://www.imdb.com/title/tt0086879...?ref_=tt_dt_dt

The Third Man was set and filmed in post-war Vienna. Fortunately, that era in Vienna's history is long-gone. However, it has become enough of a cult film that there is actually a museum devoted exclusive to it.
THIRD MAN MUSEUM :: Visit