Just got this the other day...

Based on true events, but it is a novel. Haven't read it yet, but have heard good things about it.
I'd second the Rider Haggard Quatermain stories (I think "Maiwa's Revenge" is my favourite, though it is only a short story/novella?). Some of them enter slightly fantastical territory with lost cities and the like, but still lots of fun. I had a thread going a while back where I discussed a few of them:
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