This one's perfect for you. I wouldn't be surprised if you've read it already:

"The Devil In The White City" By Erik Larson:
The true story of a mass murderer in Chicago, told against the backdrop of the building of the 1893 Chicago World's Fair.

Also, although I haven't read them recently, these are among my recommendations:

"Veeck As In Wreck" by Bill Veeck
The autobiography by the man who got his start in baseball when his father worked for the Cubs and Phil Wrigley, and who later went on to be the maverick owner of the St. Louis Browns (he famously sent the midget up to bat), Cleveland Indians, and Chicago White Sox. Probably out of print and hard to find, though, but worth the search.

Any baseball book by Bill James (specifically "The Bill James Historical Baseball Abstract" or "Whatever Happened To The Hall Of Fame?")

Any baseball book by Roger Angell of The New Yorker Magazine.

Any baseball book by Thomas Boswell of the Washington Post.

Any travelogue by Bill Bryson (His recent bestseller was "A Walk In The Woods", about his experiences hiking the Appalachian Trail, but he has 4 or 5 others that are equally terrific and hilarious).

"Double Fold" By Nicholson Baker. How our libraries are systematically destroying rare books and newspapers in the name of "saving space". Sounds boring, but it's not at all, and if you're a voracious reader like I am, you'll be outraged.

"The Caine Mutiny" by Herman Wouk. A million times better than the crappy movie with Humphrey Bogart, it's my favorite novel of all time.

And if you're interested in Vegas, don't miss
"24/7: Living It Up and Doubling Down in the New Las Vegas" by Andres Martinez.
(From the back cover): "In the spring of 1998, mild-mannered, Ivy League-educated Andres Martinez took $50,000-most of the advance his publisher was paying for this book-and headed to Las Vegas for thirty days, ten casinos, and a wild ride through the belly of a neon beast. The result: This brilliant, often hilarious chronicle of flesh, flash, and gambling in a city where everyone dreams of hitting the jackpot-and once in a while someone actually does."