He's also more into killing off main characters than Martin is in Game Of Thrones. (In one book he killed off the narrator halfway through.)
Both of those thing converge in This Storm. Half the narrative is written in a mix of White Jazz/The Cold Six Thousand style. The other half - pages from Kay Lake's diary are written as a traditional narrative.
The key is though that while the main narrative is reliable, Kay Lake's diary is not. It's somewhere between 60% and 70% true and if you want to follow this story you have to take what Kay writes with a grain of salt until you see it happen in the main narrative.
But, that's OK, because this is Kay's story - and how she views things matters.
It's Ellroy's first attempt at having a woman be the main protagonist. And she's a 22 year old women surrounded by men in the late 30s to early 50s. Of course she's going to rewrite history a bit to make herself seem more important.
It takes a while though to realize this book is about Kay. There are several other protagonists introduced who seem like they will be the main deal.
Then, they are all killed off in the first third of the book.
Kay is fascinating. She lives with a cop, but doesn't fuck him. Instead he gets off on her cuckolding him. And boy does she.
There are two main guys she is fucking - though she fucks roughly five other guys - and one of them is Lt. Bill Parker - who students of history know will eventually become the Chief Parker that Parker Center is named after.
Her main antagonist is Dudley Smith LA cop, in Army intelligence and a closet dope fiend Nazi.
For reasons far too complex to explain here neither can go after the other one directly. So they have to move people into place and make things happen.
All of this is set to the background of a gold heist. And everyone is after the gold.
This takes us from Mexico to Northern California. A particularly interesting character is a gay Japanese man who is in love with Dudley but also in a gay male thrall for Kay. Which way he turns will become the linchpin for the story.
What eventually happens is a cascade of violence and betrayal that will nearly destroy both Kay and Dudley.
All in all a fascinating installment that eventually makes the argument that Nazis and Communists are two sides of the same coin - both of them out to destroy democracy and put tough men into power.
That theory plays true and plays out in ways you wont' expect.