The latest "literary thriller" I've read is Michael Gruber's The Book of Air and Shadows, (2007, William Morrow). This one's about a lost Shakespeare manuscript, which can only be discovered by deciphering a series of letters written by a contemporary of Shakespeare's and found hidden within the bindings of set of travel volumes.
Peopled by interesting and decently complex characters and a good number of suitable plot twists, The Book of Air and Shadows managed to keep me guessing right to the end (something I always appreciate when reading a book like this). Gruber's narrative mechanism, which alternates for most of the book between three distinct voices, is useful and serves to add to the suspense. While a few of the plot devices are a little silly, the book manages to hold its own, and was worth reading.