As the English translations are not being published in order below is a list of all the books with their original Swedish year of publication.
There are three series (KURT, STEFAN and LINDA) which overlap as some characters are mentioned in more than one book.
I have listed the titles here in the chronological (and best reading) order of the stories.
1999: THE PYRAMID
Published: Sweden - 1999; English translation - 2008
When to read: Before FACELESS KILLERS
Notes: This book of 5 short stories was published as a prequel to the first Wallander novel. It is sometimes strap-lined as "the origins of Kurt Wallander".
Synopsis: When Kurt Wallander first appeared in Faceless Killers, he was a senior police officer, just turned forty, with his life in a mess. His wife had left him, his father barely acknowledged him; he ate badly and drank alone at night.
The Pyramid chronicles the events that led him to such a place. We see him in the early years, doing hours on the beat whilst trying to solve a murder off-duty; witness the beginnings of his fragile relationship with Mona, the woman he has his heart set on marrying; and learn the reason behind his difficulties with his father. These thrilling tales provide a fascinating insight into Wallander's character, from the stabbing of a neighbour in 1969 to a light aircraft accident in 1989, every story is a vital piece of the Wallander series, showing Mankell at the top of his game.
Featuring an introduction from the author, The Pyramid is an essential read for all fans of Kurt Wallander.
Foreword (Henning Mankell)
Wallander's First Case
The Man with the Mask
The Man on the Beach
The Death of the Photographer
1991: FACELESS KILLERS
Published: Sweden - 1991; English translation 1997
When to read: After THE PYRAMID and before THE DOGS OF RIGA
Notes: The first written Kurt Wallander novel.
Synopsis: One frozen January morning at 5am, Inspector Wallander responds to what he believes is a routine call-out. When he reaches the isolated farmhouse he discovers a bloodbath. An old man has been tortured and beaten to death, his wife lies barely alive beside his shattered body, both victims of a violence beyond reason.
Wallander's life is a shambles: his wife has left him, his daughter refuses to speak to him, and even his ageing father barely tolerates him. He works tirelessly, eats badly, and drinks his nights away in a lonely, neglected flat. But now Wallander must forget his troubles and throw himself into a battle against time.
1992: THE DOGS OF RIGA
Published: Sweden - 1992; English translation -
When to read: After FACELESS KILLERS and before THE WHITE LIONESS
1993: THE WHITE LIONESS
Published: Sweden - 1993; English translation -
When to read: After THE DOGS OF RIGA and before THE MAN WHO SMILED
1994: THE MAN WHO SMILED
Published: Sweden - 1994; English translation -
When to read: After THE WHITE LIONESS and before SIDETRACKED
Published: Sweden - 1995; English translation -
When to read: After THE MAN WHO SMILED and before THE FIFTH WOMAN
1996: THE FIFTH WOMAN
Published: Sweden - 1996; English translation -
When to read: After SIDETRACKED and before ONE STEP BEHIND
1997: ONE STEP BEHIND
Published: Sweden - 1997: English translation -
When to read: After THE FIFTH WOMAN and before FIREWALL
Published: Sweden - 1998; English translation -
When to read: After ONE STEP BEHIND and before THE RETURN OF THE DANCING MASTER
2000: THE RETURN OF THE DANCING MASTER (STEFAN LINDMAN)
Published: Sweden - 2000; English translation -
When to read: After FIREWALL and before BEFORE THE FROST
Notes: Stefan Lindman is the main protagonist of this story. He later appears in BEFORE THE FROST.
2002: BEFORE THE FROST (LINDA WALLANDER)
Published: Sweden - 2002; English translation -
When to read: After THE RETURN OF THE DANCING MASTER and before AN EVENT IN AUTUMN
Notes: Linda Wallander is the main protagonist of this story. The 2nd and 3rd books in the projected series were never written by Henning Mankell due to his feelings over the sad death of JOHANNA SÄLSTRÖM, the actress who played Linda Wallander in SEASON 1: ©2005-2006 of the KRISTER HENRIKSSON series.
Synopsis: The leader of a religious cult in Guyana instigates a mass suicide. He succeeds in killing himself and his whole flock of worshippers, save one.
In a wood outside Ystad, the police make an horrific discovery: a severed head, and hands locked together in an attitude of prayer. A Bible lies at the victim's side, handwritten corrections and amendments on every page.
A string of incidents, including attacks on domestic animals, has been taking place and Inspector Wallander fears that these events could be the prelude to attacks on humans on a much greater scale. Meanwhile Linda Wallander, preparing to join the Ystad police force, arrives at the station. Showing all the hallmarks of her father - the maverick approach, the flaring temper - she becomes involved in the case and in the process is forced to confront a group of extremists bent on punishing the world's sinners.
2004: AN EVENT IN AUTUMN*
Published: Holland (in Dutch) - 2004; English translation 2014
When to read: After BEFORE THE FROST and before THE TROUBLED MAN
Notes: *This is the English translation of the original Swedish title. Until now this story had only been published in Holland in Dutch as 'Het Graf' (The Grave). The English-language version was published in the UK in paperback on 12 August 2014 and in hardback on 04 September 2014.
It was, of course, brought to life as episode 3.1: AN EVENT IN AUTUMN of the Branagh series.
Synopsis: Some cases aren't as cold as you'd think.
Kurt Wallander's life looks like it has taken a turn for the better when his offer on a new house is accepted, only for him to uncover something unexpected in the garden - the skeleton of a middle-aged woman.
As police officers comb the property, Wallander attempts to get his new life back on course by finding the woman's killer with the aid of his daughter, Linda. But when another discovery is made in the garden, Wallander is forced to delve further back into the area's past.
2009: THE TROUBLED MAN
Published: Sweden - 2009; English translation - 2011
When to read: After AN EVENT IN AUTUMN
Notes: The final Wallander novel.