I just finished reading Cahokia Jazz by Francis Spufford. It's set in an alternate 1920s USA in the state of Cahokia. It's centered on a detective relatively new to the city of Cahokia, so you are learning the city through his coming to terms with it. The start is somewhat grisly, but worth getting past that for experiencing the setting. For my part, I enjoyed the atmospherics more than the story itself, but you may feel different.