His death, the Chicago papers said, was his greatest mystery ever: Did crime novelist Eugene ''Guy'' Izzi, 43, hang himself from the window of his 14th-floor office the morning of Dec. 7? Was he murdered by a paramilitary group he had infiltrated while working on his next book? And why were brass knuckles, Mace-like spray, and a typed transcript of death threats he had received found in his pockets? The only thing not in question, given the circumstances surrounding Izzi's death, is that it has made him tragically famous.

Izzi -- whose novels chronicled Chicago's dark side -- was in the midst of a comeback when he was found dead. (His new novel, A Matter of Honor, will be published in April by Avon.) ''No one's given me anything resembling a reason for Guy to have killed himself,'' says New York crime novelist Andrew Vachss, a close friend who flew to Chicago to comfort the author's wife, Theresa, and two teenage sons, Nick and Gino. A Chicago police spokesman would say only that the case ''is being investigated.'' Avon, meanwhile, will issue Honor in April as planned. ''It's a big book for us and will continue to be treated that way,'' says a spokesman. Even if the death of its author is one mystery that may never be solved.