Consider other lengthy works by Truman Capote — "Breakfast at Tiffany's," for example, may be the most famous.
Consider other works of New Journalism, such as those by Hunter S. Thompson (Fear and Loathing in Las Vegas, for instance) and Tom Wolfe (for example, The Electric Kool-Aid Acid Test and The Bonfire of the Vanities).
For a more direct stylistic relationship to Capote's lengthy, researched, embellished nonfiction, consider Richard Ben Cramer's thousand-page treatise on American politics, What It Takes.