Dan Chaon has this thing he does where he builds tension in a situation without referencing, specifically, what it is that we should be tense over. He creates a certain atmosphere, a certain tone, a certain feel that's there even if a character is just having a cup of coffee. The feeling is often inexplicable; a foreboding that's never as direct as foreshadowing, though we know that something is wrong. It's difficult to do, and Dan Chaon does it great.
So does Amanda Eyre Ward. This is the first book of Ward's that I have read, but it will not be the last. In Close Your Eyes, Ward tells the story of a woman, Lauren Mahdian, whose murdered mother and murderer (maybe?) father overshadow her entire existence. While the event is long past, it makes its presence consistently felt, even when Lauren is just sitting in a restaurant or driving around town. Ward's talent is that she doesn't have to constantly remind us "remember this character's mother was murdered" and yet we never forget it. The story makes us anxious, almost claustrophobic, but in the best way, the way that Hitchcock used to do.
If you're looking for a story with memorable characters, a gripping plot, and a mysterious mood; pick up Amanda Eyre Ward's Close Your Eyes.
And then, if you haven't read it already, pick up Dan Chaon's Await Your Reply.