María by Jorge Isaacs (1867) — Colombia's great nineteenth-century novel is set on a hacienda in the Cauca Valley near Cali. A romantic tragedy of doomed love between a young man returning from Bogotá and the girl he grew up with, it reads as a lament for a lost world of plantation life before the wars and modernisation. The landscape Isaacs describes — the green valley, the river, the distant mountains — is still recognisable today, and the Hacienda El Paraíso where much of the story takes place has been preserved as a museum east of Cali.
Without Remorse is not the book you want here, but Our Word Is Our Weapon by Subcomandante Marcos gives context for the politics of Latin American resistance that shaped modern Colombia's trajectory. For something more directly local, Noticia de un secuestro (News of a Kidnapping) by Gabriel García Márquez (1996) chronicles the 1990 abductions by the Medellín cartel in gripping reportage prose. Though set in Medellín, it captures precisely the period when Cali's own Rodríguez Orejuela cartel was at its height — and explains why the city you visit today is so deliberately trying to shake that era off.
Colombia: A Brutal History by Forrest Hylton (2006) is a slim, sharply argued account of the political violence that has shaped the country since independence. Dense but indispensable for understanding why Colombian cities like Cali carry such visible security consciousness alongside their warmth.
The Fruit Palace by Charles Nicholl (1985) is an old-fashioned British travel adventure in search of Colombia's cocaine trade. Dated in tone but vividly evocative of a country in transition; the Cali chapters have a louche energy that matches the city's after-dark personality.