Blue lonesome - Bill Pronzini

Each night Jim Messenger, a middle-aged accountant, watches a woman who goes by the name of Janet Mitchell, as they eat their solitary meals in the Harmony Caf. Eventually he attempts to speak to her, and is politely rejected. Abruptly she stops coming to the caf. When Messenger learns that she has committed suicide, he is driven to find out why.
The police tell Messenger that Janet Mitchell didn't really exist - no family, no friends and no identification. Her name is only the first of the lies that he uncovers as he traces her to the suffocating heat of a Nevada desert town. By the end, lives have been changed, a horrible murder brought to light and a quiet little community irrevocably torn apart.