Of the ones on my list, I think the one that best fits the criteria is this one:
Portrait of a Killer: Jack the Ripper -- Case Closed by Patricia Cornwell -- Patricia Cornwell explores the case of Jack the Ripper, in particular investigating the posibility that artist William Sickert was actually the Ripper. She does a brilliant job of retelling the events of both his life, as well as the Ripper murders, and presents some very compelling evidence, including mitochondrial DNA testing, as well as looking at the artist's works from around that time and how their subject matter is related to the case.
However, there are several other non-fiction books that I love and adore and ought to mention:
The Triumph of the Moon: A History of Modern Pagan Witchcraft by Ronald Hutton -- Hutton is a historian, not a practitioner, and set out to investigate the historic, social, and academic origins of British Witchcraft (and by extension, a big chunk of modern paganism, but he focuses on the movement and religion in Britain). He is neither "for" nor "against" the movement, but he does shed a great deal of light on the actual origins rather than the mythology that is commonly quoted as being "true history." It's an academic text written to be accessible for most everyone with an interest in the subject, but it's a fairly dense read even then. Still, it's useful beyond just it's own area and has really good information for students of mythology, anthropology and folklore too, because of how it discusses those movements around the turn of the century.
A Natural History of the Senses by Diane Ackerman -- This book goes through the sense one by one and is a combination of anecdotes, science facts, and very poetic prose regarding how we experience the world and what is in our world to experience via our senses. It's just really, really beautiful to read with lots of great information.
A Natural History of Love by Diane Ackerman -- It's similar to her other book, but she talks about the human experience of love from just about every angle you can view it from - biological, literary, artistic, poetic, anthropological, and psychological.
The Marriage of Cadmus and Harmony by Roberto Calasso -- This is "shelved" at amazon.com in the Fiction -- Fairy Tales section, but most bookstores have it in either the mythology or literary criticism sections. It's a dream-like exploration of the language, meaning, history, and form of some parts of Greek mythology that goes back and forth between retelling the myths and explaining them and the thought and beliefs behind them. The explanation I just gave doesn't really do the book justice, but it's probably one of my favorite books, period, and certainly my favorite book on the subject.