I generally read science fiction but of the non-SF I've read the most impressive novels have been Gone With the Wind, Richard McKenna's The Sand Pebbles and Thomas Berger's Little Big Man, which was made into a movie with Dustin Hoffman.
Here is a review from Jack Purcell at Amazon.com:
"When Little Big Man was first published during the 1960s it was the culmination and a spin-off from a series of events. Old men in geriatric homes throughout the US were claiming to be the 'real' John Wilkes Booth, Jesse James, Billy the Kid and other notorious figures in the history of the American west. Berger created a spin-off character, Jack Crabbe, who claimed to be none of these, but managed to be present for a surprising number of pivotal events of the 19th Century. He also claimed to know many of the characters involved, including Sitting Bull, Wild Bill Hickock, Calamity Jane, Wyatt Earp and his brothers, Bat Masterson, George Armstrong Custer and others.
'In addition to being a great read and informative piece of historical fiction, this novel became a model for the anti-hero of a number of other historical fiction series and works. The most notable of these is the George MacDonald Frazer, Flashman books.
"Berger has done a signal job of turning over the rocks of history, finding twists and turns normally not part of the legends, and weaving them into a character and plot unsurpassed in American historical fiction."
Posted by Bob Wallace, who sez, you shouldn't miss this book