I've read a lot of books in one go, including the lord of the rings (which in my copy was, i think 1053 pages), but normally it's because I just wanted to read it through. Had I wanted to I could have easily put it down and done something else. However, I bought a book called The Hot Zone by Richard Preston many years ago. It's about Ebola outbreaks. When we had the outbreak a few years ago I had someone who works in the health service making noises about how the media were just creating a new health scare like bid flu and piggy flu etc and nothing would really happen. Based on what I read in The Hot Zone, my response was if it gets out of control its going to be extremly serious. 12,000 dead and 29,000 cases later.... This book absolutely scared the crap out of me, so much so I couldn't put it down and read it all through the night leaving me shattered in the morning. I had to read it through, it was so fascinating to read up on various cases and out breaks and investigations in to one of the deadlist diseases in the world.
The Thief of Always by Clive barker, and Cirque Du Freak by Darren Shan. Fantastic books, each with their own unique atmosphere and memorable characters. Cirque Du Freak is the only book I've ever read in its entirety in a day. Haven't read the rest of the series though.
Fingersmith by Sarah Waters. Loved the twists in it. Could not and did not want to put it down until I had finished it.
Two come to mind: Dracula, by Bram Stocker. I was 17 and I remember I kept reading it during classes (something I never did). Nothing would make me put it down. I think I read it in only two days, if that much. Memnoch the Devil, by Anne Rice. One of the scariest books I've ever read on how it depicts a God that doesn't give a damn. Not that I necessarily believe it, but it scared the crap out of me. I just had to read everything the devil (?) said. I don't advise it to people who don't care about religion, though.
Recently it was "Demagoguery and Democracy" by Patricia Roberts-Miller. I've a passion for politics though I tend to keep it to myself. Older ones would include, Go ask Alice, Neuromancer, Tale of Shikanako series and a few others.