Yale law professor Jeb Rubenfeld's The Interpretation of Murder (just out from Holt) is a thrilling mystery set in 1909 New York. It features prominent historical figures Sigmund Freud (on his first and only visit to America), Carl Jung and George B. McClellan Jr. (the mayor of NYC at the time), and goes beyond the traditional mystery genre to muse about the impact of Freudian thought and its implications for criminalistics. Rubenfeld takes the reader from the glittering high society and New York nightlife all the way to the stews and tenements of the Tenderloin, and he's done his research well.
I found this book rather similar to Caleb Carr's The Alienist - if you liked the one, you'll almost certainly like the other (although I wouldn't advise reading them consecutively). I had a hard time putting either of them down, and read Rubenfeld's very quickly. While I'm not up on my Freud (or my Jung) I was able to follow the narrative without any problem; Rubenfeld has - thankfully - not made this a mystery that can only be understood by psychoanalysts. I don't think this book breaks any new ground, but it's a very decent read.