The Tessier-Ashpool family: capitalism as horror in Neuromancer
Non-fiction that reads like fiction is a description I apply carefully, because it's often used to mean 'non-fiction written by someone who took a narrative writing class' rather than 'non-fiction that achieves the same effects as good fiction.' The distinction matters.
What the best narrative non-fiction does is find the universal in the specific by following individual people through a situation that has historical or structural significance. The Warmth of Other Suns does this perfectly. The Radium Girls does it. The Immortal Life of Henrietta Lacks does it. Each follows people whose stories illuminate something larger without reducing those people to symbols of the thing they're illustrating.
The worst narrative non-fiction imposes a novelistic structure on material that doesn't fit it — false scene-setting, imagined dialogue, melodramatic chapter breaks — and produces something that fails both as journalism and as storytelling.