Z, Therese Anne Fowler
I didn't much care for this fictional retelling of Zelda Fitzgerald's life with F. Scott; it's entertaining enough, but I suppose a straight-up biography like Nancy Milford's Zelda---or even a great piece on reading Zelda, like this one in the Oxford American---would do just as well.
If you're looking for a historical fiction fix, I'd suggest Fever (on Typhoid Mary) or Marisa Silver's superb Mary Coin (on Dorothea Lange and her Migrant Mother). But my finishing the book coincided with the University of South Carolina's digital release of F. Scott Fitzgerald's ledger, discussed in Z. The fascinating document is worth a look: you can see Scott's notes on "published miscelani," gawk at "Zelda's earnings," or even view an "outline chart" of his life.