Confessions of a Sociopathic Social Climber by Adele Lang is a novel made up of a series of newspaper “articles”.
Susan
I found this… story thing by using Stumble. It’s made of a number of different blog posts and journal entries. It’s not a book, but it’s a good read, especially with Halloween coming up soon.
Report to the Commissioner by James Mills is in the form of an official report.
84 Charing Cross Road
Address Unknown
Both in the form of letters.
The short story “He Walked Around the Horses”, by H. Beam Piper, is told in the form of a series of letters between German and British officials.
The tale is based on the real life occurence of the disappearance of a British diplomat, Benjamin Bathurst. In 1809, in the courtyard of a German inn, he simply vanished. The letters purport to tell what happened to him, as he slipped into an alternate timeline. Read it, it’s online and very good.
Dangerous Liaisons is a series of letters.
I’ve read a number of science fiction stories which consist solely of letters or memos. Of course, with the exception of “He Walked Around the Horses” which Baker mentioned, I can’t remember any titles or authors at the moment.
If you really want to get into this style, check out Space Mail, a collection of SF short stories edited by Asimov, Greenberg and Waugh. The table of contents divides the stories into diaries, memos and letters. Included are some choice stories including “View From a Height,” by Joan D. Vinge.
“e” by Matthew Beaumont. The entire book is a series of emails flying around a UK ad house. A fast and very funny read.
One of my favorite Jane Austen books (and the one that often gets left out), Lady Susan. It’s entirely letters from the title character and the family members she interacts with. Sometimes wickedly amusing.
Freedom and Necessity is largely told through correspondence, with very little, if any, traditional narration.
Love Letters is a 2-person play conducted entirely by reading the characters’ letters, mostly addressed to each other.
Bob Randall’s “The Fan” is a series of letters and telegrams. Damn good too.
The Blair Witch Project was a video tape… 
A Woman of Independent Means[/U
By Elizabeth Forsythe Hailey
It is entirely written in letters or other forms of messaging
and … it’s good too !
You’d think I’d think to mention The Color Purple having reread it only yesterday. 
<–the color purple confused smilie
The Griffin and Sabine series by Nick Bantok takes this idea a bit further. Not only is it told in postcards and letters, the book actually includes envelopes to you open and pull out the letters. It’s really lovely to look at, and although the story is short, it’s very engaging.
As is the sequel, *The e Before Christmas". It’s even shorter and features the actor Vinny Jones getting punched at the company’s Christmas party.
Griffin and Sabine is a fantastical story following the realtionship between the two characters, one of whom may not be real.
The story is told only through correspondance (letters and postcards) between the two.
I’ve only read the first, but there are a total of three books in the series. I enjoyed the book very much.
Stephen King was mentioned earlier; his short story “Jerusalem’s Lot” (not the novel “Salem’s Lot”) is written as a series of letters, most of them from the protagonist to his friend Bones, that detail the strange happenings when the protagonist moves into his ancestral home. It’s very “Rats in the Walls”-like.