Just finished The Cartel by Don Winslow. It is the second book in a trilogy about the rise of the narco syndicates in Mexico and America's War on Drugs (fiction not documentary, although I believe many of the events are based on gruelling ones that happened in real life).
I'd read The Power of the Dog (the first book) and thought it was stunning. But The Cartel had not been published and when it was I never quite got around to picking it up (possibly because of the intensely depressing subject matter).
The Cartel is just as good (and just as bleak) and I would heartily recommend the books to anyone (apart from those suffering from a crisis of belief in their fellow human beings).
Now I have to take a deep breath and start on the third one, The Border.