Cormac McCarthy grew up in Knoxville and the city saturates his early Appalachian novels. Suttree (1979) is the one to read before visiting — a dark, expansive novel set on the banks of the Tennessee River in the 1950s, among the outcasts living on McAnally Flats below the Gay Street Bridge. McCarthy's prose makes the river and the city's underside feel mythic. The geography is specific enough that you can walk the novel.
Death's Acre by William Bass and Jon Jefferson (2003) is the forensic autobiography of the man who founded the Body Farm at the University of Tennessee. Bass writes about his career in forensic anthropology with an unusual lightness — the book is both practical about decomposition and genuinely readable as a memoir of scientific obsession. Essential reading if you are visiting the Forensic Anthropology Center exhibit.
The Dollmaker by Harriette Arnow (1954) is not set in Knoxville but chronicles the Appalachian migration that shaped the city and the region — a Kentucky mountain family displaced to Detroit during World War II. Arnow was from Kentucky and wrote the experience of Appalachian dislocation with more authority than almost anyone. It is the best novel about what the mountain South lost and what it has tried to hold onto.
Killers of the Flower Moon by David Grann (2017) is set in Oklahoma rather than Tennessee, but it belongs in this list for anyone interested in the FBI history that intersects with Tennessee's federal court jurisdiction and the story of J. Edgar Hoover's early bureau. The Knoxville branch of the FBI was one of the original field offices and the city features in the agency's early history in ways the book illuminates sideways.