The Master and Margarita by Mikhail Bulgakov

This is a masterpiece of Russian magical realism, and I had never heard of it.  The author lived through the Russian Revolution and Stalin, writing this book over a decade, and asking his wife to essentially hide it upon his death in 1940.  It wasn't until the 1960's that it was published in any form, and this 50th anniversary version is wonderfully annotated so that those of us who know very little Russian history and influences can follow along.
And what a ride it is.  The novel spans several spring days in 1930s Moscow during which the capital is visited by the Devil himself, trailed by a piebald entourage including an easily insulted giant cat with a fondness for vodka and guns. Registering himself as a foreign artist who specializies in black magic, Woland (as the novel’s Devil is known) proceeds to expose, via a series of séances, the greed and servility that rules even socialist Moscow. But this is a warm-up. Half way through the novel we discover that Woland is in ­Moscow for Margarita, an unhappily married woman who once loved the Master, the author of a novel about Pontius Pilate’s consignment of Christ to the cross, chapters of which appear in Bulgakov’s novel. The Master burned most of the manuscript after it was turned down by a publisher and committed himself to a mental asylum. At Woland’s invitation, Margarita goes through hell — literally — to search for her beloved, and comes back.  It is even more convoluted than this, I am just giving a feel for this.