Pynchon
I'm currently reading the massive Thomas Pynchon novel "Against the Day." It's fantastic and exasperating at the same time. Pynchon is an Official Tommorrow-Land-Certified Fucking Genius, but the book is also insanely complex. Characters come and go. Plot lines dodge and weave. There are references to shit that even the smartest people won't pick up. And because he's a postmodernist, you can expect him to throw a little supernatural stuff at you.
That's why I'm so fascinated that there's an actual "Against the Day" wiki devoted to explaining all the obscure details of the book. Comparing it to the Cliffs Notes version wouldn't do this justice. This wiki actually makes it more complicated.