Hey, any excuse to recommend an Erik Larson book is OK with me. The Devil in the White City is also fantastic--that was the first of his I read:

I'll second the reccomendation for "Devil in the White City." I read it just before I got my Kindle because I found the DTB on a take me and read me shelf at a local medical office waiting room. I thought that he told the story very skillfully, transposing information on the Chicago Exposition with the H.H. Holmes story. I had a couple of strange association moments reading it. I grew up in the Chicago Suburbs and spent many happy hours at the Musuem of Science and Industry, which is in one of the original exposition buildings. The other moment had to do with a three line mention of H.H. Holmes having very briefly worked as a psychiatric aide at the Norristown State Hospital ... I do not work for that agency, but the hospital I work in is on the NSH property.