There's also A Happy Solution by Raymond Allen. It's a short story (under 6000 words), but quaint. It appeared in The Strand Magazine in 1916.
The puzzle featured in Allen's tale was posted here in Chess.com's forums:
[FEN "2BK3N/NP1P1PPb/P4P2/3p1q2/1Q1P1b2/1pB1p1p1/p1p2pp1/1kr4r w - - 0 1"]
While Chess.com's puzzle is set up for Black to force mate, it is also the board that Kenneth Dale did a retrograde analysis on. The game was between Sir James Winslay and Lord Churt. When a banknote was found to have been pilfered, Churt's secretary Gornay was remembered to have been watching the game, but no one could vouch for how long. Gornay's innocence appeared inviolate, as he was also remembered to have made several remarks on some of the past moves of the game at its conclusion:
"If the play was rather eccentric sometimes, I must say it was bold and dashing enough on both sides," Gornay commented. "For instance, when Lord Churt gave up his knight for nothing, and when you gave him the choice of taking your queen with either of two pawns at your queen's knight's sixth." He turned to Churt. "Possibly you might have done better to take the queen with the bishop's pawn instead of with the rook's."
After this, the missing note was found in the wrong envelope, and Dale suspected that Gornay may have been the one who had moved the note, in order to frame Dale in case of the note's being found.
"Was he in the library all the time you were playing?" Kenneth asked.
"I can't say that," Churt replied. "I don't think he was. I didn't notice particularly. But I am positive that he did not enter or leave the room while I was standing looking at Winslade's move, and he must have been there when Winslade offered his queen and when I took it, because he was commenting on those very moves after the game was finished, and suggesting that I might have done better to take with the other pawn. You heard him yourself."
Dale later proved that Gornay could have figured out those previous moves simply by looking at the resigned game, and therefore had been free to leave the room and do his dirty work while the game was still underway.