"It is epic in that it encapsulates America in the 20th century," David Duchovny says of this Pulitzer Prize-winning novel. The story, which takes place in the Jewish community of Newark, New Jersey, in the era after WWII, examines the American dream as pursued by a former high school star athlete. "The fact that it is set in the Northeast and has to do with Jewish immigrants was resonant for me; my father was a contemporary of Philip Roth and of similar background," says Duchovny, a New York City native whose paternal grandparents were Russian-Jewish immigrants. "I recognize the sensibility, the cultural associations, and the assimilation anxiety."

"I thought for a long time, What would this be like as a movie? I'm not sure it's possible." Pynchon's satirical, weirdly inventive novel centers on Oedipa Maas, a woman who stumbles onto what may or may not be a wide-reaching conspiracy by a secret mail-delivery organization. It's a wild ride, but at its core, it is a surprisingly poignant story about a woman on a quest for self-knowledge. "To me this book is about recovering human feeling. I remember that Oedipa Maas fills her sunglasses with tears. Because they're bubble sunglasses the tears don't fall, so she's actually looking through her own tears at the world. What a powerful image."

David Duchovny calls Emerson the American Nietzsche. "I think he's kind of underrated as a philosopher." His essays provide a counterbalance to today's shrill public discourse. Also, they fit into a busy schedule. "Emerson's Collected Works is what I would call a bathroom book, because he writes aphoristically and you can sit down for your couple of minutes and pick it up anywhere. He says the same thing a thousand times from different angles, and one is going to resonate with you." Duchovny's favorite? "'Self-Reliance' is the only self-help essay one ever needs to read."

"Conspiracies are so much more fun than just thinking, One nut killed a good man," David Duchovny says. Set during the Kennedy administration, this novel imagines a country covertly controlled by rogue intelligence and law enforcement officers. Though not a big believer in conspiracy theories—"It's so hard for people to keep the smallest of secrets, like whether or not somebody colors their hair"—Duchovny recognizes their appeal. "Nobody understands evil. Nobody understands violent crime. We want to know why, when the truth is that in life we don't get to know why. Fiction, in many ways, is trying to assuage that part of human nature that wants to know why: Make it make sense for me. Please tell me it was a bunch of bad guys and not just the fact that life is hard."

"This is a book that manages to distill the idea of America," says David Duchovny. Estimating that he has reread the novel about once a decade since high school, he mentions a passage on the final page in which the narrator imagines an early explorer in a state of wonder as he sees America. "The brilliance of Fitzgerald is that, for Gatsby, Daisy was something commensurate with his capacity for wonder," Duchovny says. "So it's the biggest story and the smallest story. It's about the human imagination being sparked by nature and God, but also by this woman." What's more, the story seems to tell itself. "His writing is so clear and simple. I don't like watching people work if they're making art. Fitzgerald makes it look like it flows out."