"Book of Illusions" by Paul Auster

Six months after losing his wife and two young sons, Vermont Professor David Zimmer spends his waking hours mired in a blur of alcoholic grief and self-pity. Then one night, he stumbles upon a clip from a lost film by silent comedian Hector Mann. His interest is piqued, and he soon finds himself embarking on a journey around the world to research a book on this mysterious figure, who vanished from sight back in 1929. When the book is published the following year, a letter turns up in Zimmer’s mailbox bearing a return address from a small town in New Mexico inviting him to meet Hector. Zimmer hesitates, until one night a strange woman appears on his doorstep and makes the decision for him, changing his life forever.