Aberration in the Heartland of the Real: The Secret Lives of Timothy McVeigh by Wendy S. Painting.

I've had this on my list for years and finally got around to it by choosing it for my bookclub, as revenge for being forced to read Dungeon Crawler Carl (I did warn them there would be repercussions).

It's a masterpiece; incredibly detailed and insightful, it also sprawls into an exploration of the American malaise and the cultures that create people like McVeigh. Incredibly dense and heavy, but utterly compelling.