The Crying of Lot 49 (1965) by Thomas Pynchon is fascinating. It's been in my tbr stack for years and it would probably still be there if I hadn't seen Trystero Coffee's web site. I'm glad I read it. It's fun, as conspiracy theories go.
from the back of the book:
Oedipa Maas is made the executor of the estate of her late boyfriend, Pierce Inverarity. As she diligently carries out her duties, Oedipa is enmeshed in what would appear to be a worldwide conspiracy, meets some extremely interesting characters, and attains a not-inconsiderable amount of self-knowledge.
Time picked the book as one of "the 100 best English-Language novels from 1923 to the present", saying,
With its slapstick paranoia and its heartbreaking metaphysical soliloquies, Lot 49 takes place in the tragicomic universe that is instantly recognizable as Pynchon-land.The book has its own wiki. Postmodern Mystery has a review. SparkNotes has a summary, analysis, information on the characters and other goodies.