The Golden Bough by James G. Frazer - Man spends 50 years trying to solve the mystery of a Roman cult, and in the process amasses an awesome treasury of lore on almost any culture you can think of. Some of it made up or misremembered by his sources.
The Ocean at the End of the Lane by Neil Gaiman - Odd, transparently personal, moving novel from a man who usually sublimates his private traumas into wacky fairy tales.
Moby Dick - The American Faust in the sense of embodying the spirit of a culture, America being both at war with and in awe of, God, and God's creation.
Typee by Herman Melville - Account of the time he got kidnapped by cannibals and bartered for tobacco. Rare window into a world that had vanished by the time anthropology got its shit together.