Suggest a book and its companion

I recently stumbled on Nabokov's "Lectures on Don Quixote," and decided to read it and Don Quixote simultaneously. It was a lot of fun. I've tried searching for similar pairs of books, but I've mostly turned up SparkNotes-type stuff. I'd love to hear about books with more original and interesting takes (like Nabokov's) on books that are themselves interesting