Roberto Bolaño, 2004 (posthumous). Five interrelated books across a Mexican border city. ~900 pages.
From Wikipedia
2666 is the final novel by Roberto Bolaño. It was released posthumously in 2004, a year following his death. It is over 1100 pages long in the original Spanish. It is divided into five parts. An English-language translation by Natasha Wimmer was published in the United States in 2008 by Farrar, Straus and Giroux and in the United Kingdom in 2009 by Picador. It is a fragmentary novel.