Pale Fire (1962)
by Vladimir Nabokov
I won't say that it is a crime that Nabokov never won a Nobel Prize for Literature, but it is a puzzler. He may be the only author with five or more titles on the original 2006 1001 Books to Read Before You Die list to not lose any in the subsequent revisions to that list. Pale Fire is an early example of what would later come to be called "Meta Fiction." This tag line typically refers to books written after 1960, in which the author plays with the convention of the novel, introducing techniques derived from other literary formats.
In Pale Fire, the book takes the form of an annotated poem written by (the now deceased) poet John Slade, and annotated by his friend, Charles Kinbote. After the poem, the rest of the book is devoted to Kinbote's length line-by-line annotations, mostly regarding the fictitious land Zembla, and the flight of the King after a Soviet backed coup.
Any discussion of the plot or method of the book will inevitably lead to spoilers, so I'll leave it at that.