Gods Without Men, Hari Kunzru
Kunzru's book is full of searchers, people lost and looking for something, though they don't always know what it is. "He always suspected that any valuable truth would be hidden," the narrator observes at one point, "that unless you had to dig for a thing, it wasn't worth possessing."
The reader herself has to bear down, somewhat, to follow a number of narrative threads that initially seem unconnected but gradually begin to converge. (It's rather clever, the way that form mimics thematics.) Still, in the end, you shouldn't expect any neat conclusion. Even when great secrets of life are revealed, the end up "[receding] into forgetfulness, for that which is infinite is known only to itself and cannot be contained in the mind of man." Are we each, unto ourselves, stranded alone in these deserts?