I finished Devil in the White City by Erik Larson yesterday. I think it read like two fairly interesting stories mingled together with little to no actual connection between the two. The writing was quite good though. It read fast and kept me interested. This book, after having read Empires of Light and Citizen has made me want to read more about the Columbian Exposition and Daniel Burnham.
Larson does a very good job of developing the personalities of the characters, and making you feel as if you know them. I think this is particularly difficult when writing non-fiction, as the information you have to work with is limited, yet you cannot just "fill in the blanks" from your imagination.