The Books

The Scarlet Pimpernel was originally written some time before 1903, but it wouldn't publish.  Baroness Orczy adapted it to a play that was wildly popular, but critics considered it 'old-fashioned.'  In 1905 Baroness Orczy had the novel published and, due to its amazing success she wrote many others about Sir Percy and his band.

Novels:
I Will Repay (1906)
The Elusive Pimpernel (1908)
El Dorado (1913)
Lord Tony's Wife (1917)
The Triumph of the Scarlet Pimpernel (1922)
Sir Percy Hits Back (1927)
A Child of the Revolution (1932)
The Way of the Scarlet Pimpernel (1933)
Sir Percy Leads the Band (1936)
Mam'zelle Guillotine (1940)

Short Stories:
The League of the Scarlet Pimpernel (1919)
Adventures of the Scarlet Pimpernel (1929)

Related Novels:
The Laughing Cavalier (1913) about an ancestor of Sir Percy
The First Sir Percy (1920) about another ancestor of Sir Percy
Pimpernel and Rosemary (1924) about a relation of Sir Percy
The Scarlet Pimpernel Looks at the World (1933)

Baroness Orczy did not publish her books in chronological order.  Here are the dates of setting of the books.

**thanks to wikipedia for the table**

Book TitleSettingNotes
The Laughing CavalierJanuary 1623
The First Sir PercyMarch 1624
The Scarlet PimpernelSeptember–October 1792
Sir Percy Leads the BandJanuary 1793
The League of the Scarlet PimpernelJuly 1793
I Will RepayAugust–September 1793
The Elusive PimpernelSeptember–October 1793
Lord Tony's WifeNovember–December 1793
The Way of the Scarlet Pimpernellate 1793concurrent with preceding 2 or 3 novels
EldoradoJanuary 1794unclear whether before, after, or concurrent with Mam'zelle Guillotine
Mam'zelle GuillotineJanuary 1794unclear whether before, after, or concurrent with Eldorado
Sir Percy Hits BackMay–June 1794
Adventures of the Scarlet Pimpernel1794?exact dates unclear
The Triumph of the Scarlet PimpernelApril 1794seems to have happened later than dates indicate
A Child of the RevolutionJuly 1794
Pimpernel and Rosemary1917–1924