The Wanderer in Unknown Realms by John Connolly

The set up is excellent and Connolly really builds the atmosphere and tension. There is an interesting cast of characters and enough mystery to keep you reading and guessing. It often seems like a traditional type mystery only to take a weird and horrifying turn. But as many reviewers have noted, the ending was abrupt and unsatisfying. This has the potential to ruin the enjoyment of the rest of the story.