The Atrocity Archives by Charles Stross
My review
rating: 5 of 5 stars
I don’t give many 5‑star ratings, but The Atrocity Archives deserves one. You may need to read it with a web browser open to look up references using Wikipedia or Google, but if you enjoy Torchwood, Men in Black, or Snow Crash, I think you’ll enjoy this one.
The volume actually includes the novel and a novella, The Concrete Jungle. Both are good reading, and I recommend giving yourself time to enjoy the foreword and afterword, as well.