The Black Dahlia.
I was transfixed by Ellroy's book, as I was by all the ones that followed. I had first-edition copies of Dahlia, The Big Nowhere, L.A. Confidential, and White Jazz, but had to sell them (along with lots of other first editions) to hire a lawyer to handle a rather complicated divorce.
That was 10 years ago. Still, I think having to sell them broke my heart more than the marriage ending.