The New York Trilogy

The remarkable, acclaimed series of interconnected detective novels City of Glass, Ghosts, and The Locked Room, from Paul Auster. 

City of Glass: As a result of a strange phone call in the middle of the night, Quinn, a writer of detective stories, becomes enmeshed in a case more puzzling than any he might have written.

Ghosts: Blue, a student of Brown, has been hired by White to spy on Black. From a window of a rented room on Orange Street, Blue keeps watch on his subject, who is across the street, staring out of his own window.
 
The Locked Room: Fanshawe has disappeared, leaving behind his wife and baby and a cache of extraordinary novels, plays, and poems. What happened to him and why is the narrator, Fanshawe’s boyhood friend, lured obsessively into his life?