If you want to understand a culture, you often try to get a good grasp of some of their stories and myths. When I was growing up, for example, I remember reading myths as we progressed through history. I think the same is true for getting a good grasp of historical context of an era. Some of the literature you read may be nonfiction (for example, Frederick Douglass' autobiography).
The Great Gatsby is probably one of the best examples of American fiction that ties perfectly into what is supposed to be this blog's driving theme: the marriage of literature, myth and history. Gatsby is an enigma; he captures not just Nick's imagination, but the spirit of what we've come to associate with the 1920s. Like Paul Revere's poetic ride, the myth is different than the actual history, but the story itself informs us in ways that a straight history does not.