This is gonna sound like a hyperspecific weird request, but I've recently become obsessed with Ed Brubaker's Criminal series and Frank Miller's Sin City and am in the mood for something similar, but not told as a comic. Basically a long, pseudo-epic crime novel that seems like a bunch of different, unrelated short stories, but with occasional connections between each that gradually give a much bigger picture of the criminal underworld of its setting.
Alternatively, I'd also be down for a police procedural of sorts, where the book is a collection of a bunch of different short stories about different criminal investigations, but they all follow the same cast of detectives or are set within the same precinct.
Really, any kind of gritty crime/noir narrative that is told in a tapestry of interconnected and somewhat related short stories that can be kind of read episodically. Especially if it mirrors the structure of crime dramas on TV or the comics I mentioned.
by Strange-Tea1931