The Pale King, by David Foster Wallace

Although it lacked a final polish before the author's suicide, The Pale King is still a hilariously melancholy masterpiece, and more welcoming to new fans than his vast Infinite Jest.

Set in the tax office in the joke location of Peoria, Illinois in 1985 (think Slough), the novel braids the sad-comic lives and dreams of becalmed revenue inspectors into the Ulysses of boredom and routine. "Such a bureaucracy" is "a parallel world" with "its own physics". DFW married soaring stylistic virtuosity with deep compassion for thwarted lives.