I may regret saying this, but A Confederacy of Dunces by John Kennedy Toole. The fact that Hollywood's been dying for years to make this but has so far been unsuccessful kind of proves the point that the book is either unfilmable, or that at the very least a cinematic version would pale in comparison to the source material.
Still though, if some auteur could somehow pull off a flawless translation of this book to the silver screen then I have no doubt it would be hailed as one of the greatest comedies ever put to film. I'll always have a special place in my heart for pieces of fiction that can turn real-world locations into a living, breathing, central character, and I feel that Confederacy did to New Orleans what The Wire later did to Baltimore.
Plus who wouldn't pay good money to see corpulent and mustachioed Ignatius J. Reilly working at a hot dog stand and writing vaguely threatening letters to his dreamboat college professor from a decade ago, all while bemoaning the status of his "valve" to Fortuna?