Starting with Laurie Henry's The Fiction Dictionary, the definition of an epistolary novel is "A novel written in the form of letters--either all by one character or among characters." The expanded definition includes everything from letters to journal entries.
The most recent one I've read is The Guernsey Literary and Potato Peel Pie Society by Mary Ann Schaefer and Annie Barrows. I consider it a bit of a mystery in some ways, as there's a character no one is quite sure what happened to. Note: I highly recommend this book. Considering I don't usually care for epistolary novels, that's a big endorsement.
As soon as I spotted this term in Henry's book, I wondered if anyone writes epistolary mysteries. I couldn't think of one off the top of my head, so I began to enter search terms in the little Google box. Here's what I found:
Dying to Meet You: 43 Old Cemetery Road by Kate Klise (2009). This is a middle-grade graphic novel -- we not only have a mystery and letters, we have illustrations. I found the reference at a public librarian's blog, Shelf-Employed. I love librarians (and libraries) so I'm now a new follower. If you love librarians, stop by and show Shelf-Employed a little reader/writer love.
Carrie by Stephen King is considered an epistolary novel on some lists, and it's the closest thing to an adult mystery I could find. How about the rest of you? Does anyone have an epistolary mystery to tell us about?