Done: The Secret History of Twin Peaks by Mark Frost, 2016, 9781250075581.
Published before the return of the series in 2017. Written as a dossier compiled by an unknown person and found in a custom built metal box. The dossier contains original documents dating back to Lewis and Clark to modern day. With notations and commentary by the investigating FBI agent.
Don't bother reading the book if you have not seen the first part of the TV series. You won't care.
If you have seen the first part of the TV series you'll enjoy the book. I have not yet seen the second part of the series so I have no idea how this ties-in.
There are some anachronisms. The dossier is a compilation of work by different authors but, amazingly, all those writers over the past 200 years use the same parenthetical asides within sentences.
Much paranoia, UFO conspiracy, Illuminati and Masons pondering, and small town gossip. Frost and Co. don't seem to understand small towns versus small cities. The Welcome to Twin Peaks sign says the population is over 50,000. That is not small. And don't pretend there is only one diner in the damn town and that a sheriff's department can handle all that population with just six sworn employees.
Anyhoo. I thought the book was fun and I enjoyed it quite a bit.
EDIT 5-4-2019: I just saw that I wrote Lake Mills instead of Twin Peaks when referencing population. Lake Mills is 6,000 people and we are big compared to many places.