China Miéville, "Reports of Certain Events In London"

The author/narrator receives a mysterious package intended for somebody at a seemingly non-existent address.

(from McSweeney's Enchanted Chamber of Astonishing Stories)

The story is slowly unveiled via excerpts from files and letters written by a mysterious organization tracking something. But what? I'm not going to spoil it. This is well-paced and stunningly original. Seriously. It takes a common phenomenon and effs with it. And it's effin with you.

This author is so cool, he's apparently got an unofficial homepage.