City of Glass by Paul Auster is one of my favorites. A novelist gets a phone call from someone who misdialed them, trying to reach a private detective. The novelist decides to wing it and pretends to be the detective, getting hired to tail someone the client suspects will attempt murder.

I don’t want to spoil too much, but it gets very weird and metatextual. It’s a very surprising and sorrowful mystery novel.

And if comics are more your taste, Paul Karasik and David Mazzucchelli did a very good adaptation of the novel back in 1994. Looks like it’s been out of print for a while, but if you can find it, the ways Mazzuchelli renders the story are absolute magic.