"The Devil In the White City" by Erik Larson is an awesome non-fiction novel about the 1893 World's Fair in Chicago and a serial killer who preyed on single young women in town. Really good history of Chicago and architecture mixed with a mad killer...check it out if you haven't yet.
I love this book! I read it twice, which is something I hardly ever do. I love the way Larsen intertwines the story of the planning and execution of the Columbian Exposition with the actions of the murderer -- it really gives a reader a sense of this secret, murderous creature that was plying his trade at the same time that the Exposition was offering such hope and promise. It's a fantastic book.