"Parade's End" by Madox Ford

Four novels about Christopher Tietjens, his sadistic wife Sylvia, and his honest mistress, Valentine Wannop, in the years before and after WWI. Explores a whole world of hells: miserable marriages, thwarted love, social climbing, family disappointments, trench warfare. Ford's characters are addictive; like real people, they are aggravating, not quite knowable, and completely fascinating.