The Devil In The White City - Erik Larson

In 1893, Chicago held a World's Fair, an event designed to show the world that the United States could match any fair in Europe. Having mostly disappeared from memory, the event held many firsts, including the first Ferris Wheel and the first eight-hour work day contract, and was a focal point for the people who would play an important role in early 20th century history (Teddy Roosevelt and t Arch Duke Ferdinand, to name two)

It was also the backdrop for one of history's most chilling serial killers, H.H. Holmes. Using money he gained from killing people he took out insurance policies on, Holmes built a hotel specifically designed to lure in, trap and kill young women. There's also the unstable young man who believes his tireless (yet unsolicited) campaigning for the mayor guarantees him a cushy job in the government. All the stories build momentum to a conclusion that could only happen in non-fiction.