This one is a story told in installments - The Luck of Dennis St. Michel, Viscount Stokington. You might guess it has something to do with Jolly Olde England, and you'd be right. I don't know exactly what time period the story is set, but they are still using horses. I'm only about a third of the way through, and it's a compelling read. The story is told in the first person, and he is able to travel through all strata of society comfortably in his nefarious quest, of which I know nothing at the moment.
Anyways, if you have time to burn, check it out!
Edit: Now that I've gotten a bit further into the adventure, a couple things really stand out. There are quite a number of pop culture references in the story - a villain trying to kill our hero is named "Calvin Hobbes." A certain "Major Tom" dies unexpectedly, and our hero says "Can you hear me Major Tom?" several times. There are more, and I cannot help but chuckle when coming upon one.