Down and Out in Purgatory by Tim Powers
Tim Powers has mastered mingling our present with elements of the fantastic, creating stories so immersive and believable I'm always disappointed when they end. Down and Out in Purgatory is a new, incredible example.
Shasta DiMaio fell for the wrong guy, and it killed her. Her rejected lover Tom Holbrook still carries a torch, however. If Tom can't have Shasta he'll kill the man who took her heart, and her life, even if he's already dead.
Powers has focused on ghosts, and had them as major characters in other works, but this novella gives us a glimpse into their world! His purgatory is a spinning, wild place where we learn a bit more about what death really means. While the characters are fun, the real joy of this was the mechanics, and lore Powers shares about the afterlife. If you loved his Fault Lines trilogy, you won't be disappointed.