There are some great suggestions here already, I'll third the Devil in the White City.
I'd also strongly recommend checking out <em>the Kingdom of Matthias.</em> It may not be a topic you'd think you'd be interested in, but it was one of the most readable, entertaining history books I've read. A fascinating story about little-known man who may have had a surprising level of influence on religion in America. It reads like a novel, but it's meticulously researched and makes no ridiculous claims for the sake of entertainment.