Here are some titles that give a more substantial background to the time period in which "Gatsby" is set and to biographical details of F. Scott and Zelda Fitzgerald's lives. 

Flapper: A Madcap Story of Sex, Style, Celebrity, and the Women Who Made America Modern by Joshua Zeitz, a 2007 NYPL books for the Teenage selection.

This book starts in an Alabama Country club where Zelda Sayre first caught the eye of F. Scott Fitzgerald and goes on to cover other icons of flapperdom: Coco Chanel, Clara Bow, Colleen Moore, and Louise Brooks.

• Z: A Novel of Zelda Fitzgerald by Therese Fowler
• NYT: Teaching "The Great Gatsby"
• NYT: Judging Gatsby By Its Covers
• NYT: Fashion Fit for Executives, as well as Gatsby
• WSJ: A 'Gatsby' Fashion Moment
• WSJ: The Man Who Introduced Jay Gatsby to Jay-Z

Zelda and Scott had a rollicking and tempestuous marriage that ultimately led to Scott's alcoholism and Zelda's admittance to the Sheppard Pratt sanatorium. In 1932, she published a semi-autobiographical novel, Save Me the Waltz, which irritated Scott to no end, though he did the same thing years later with Tender Is the Night. As a couple, Zelda and Scott had a charisma that was hard to contain. When she first saw them sitting atop a taxi, Dorothy Parker said, "They did both look as though they had just stepped out of the sun; their youth was striking. Everyone wanted to meet him."

Dorothy Parker was well known for her quips in the twenties, and would have been welcome at the kinds of parties Gatsby would have thrown if he was a real person, and that Fitzgerald doubtless threw himself. In an interview in the Paris Review she said, "Wit has truth in it; wisecracking is simply calisthenics with words." Read more of the quotable Dorothy Parker in The Portable Dorothy Parker.

Dorothy Parker visited one of the funeral services held for F. Scott Fitzgerald when he died and was overheard to cry and murmur "poor son of a bitch," a line from Jay Gatsby's funeral in Fitzgerald's The Great Gatsby. Fitzgerald died of a heart attack at age 44 and was buried in the family plot, his headstone etched with the final line from The Great Gatsby: “So we beat on, boats against the current, borne back ceaselessly into the past.” Though unfinished, his final novel, The Love of the Last Tycoon, was edited and later released by his friend, literary critic Edmund Wilson.

Many of F. Scott Fitzgerald's novels and lesser known works are available as e-books from NYPL.