Sam Anderson nominates an unlikely contender: Edith Wharton’s The Age of Innocence:
It builds itself, obsessively, out of all the essential New York themes. ...The shiny lure of fantasy versus the sharp hook of reality. The giant shell game of phoniness and authenticity. The existential strain of distinction versus assimilationthat yearning to be free (one of Wharton’s keywords) but also to belong to a social tribe (another of her keywords). The agonizing, paradoxical struggle to feel like a special individual in a city of millions.