Cabbages and Kings by O. Henry

A series of stories which each explore some individual aspect of life in a paralytically sleepy Central American town while each advancing some aspect of the larger plot and relating back one to another in a complex structure which slowly explicates its own background even as it painstakingly erects a town which is one of the most detailed literary creations of the period.
In this book, O. Henry coined the term "banana republic".