I haven't loved all of Rick Moody's books, but The Ice Storm, Demonology , and this book are favorites of mine. (Well, maybe "favorite" is a strong word, so I'll just say "well-liked books.") The black veil of the title refers to the Nathaniel Hawthorne story "The Minister's Black Veil," which is based on the true story of a clergyman who Moody believes may be a distant relative. Partly a quest to research Hawthorne and his possible ancestor, but moreso an account of the author's personal relationship to the story of the black veil.
It is designed to look like an old decaying antique book, the cover of which has been torn off, which, while perhaps not all that original, is nonetheless appealing to me.