Immediately following Trotsky’s assassination, the Fourth International asked everyone who had observed Ramón Mercader and Sylvia Ageloff to jot down what they knew and remembered. The result was a thin file of documents written by friends in Paris, Sylvia’s sisters, Alfred and Marguerite Rosmer, and the guards at Trotsky’s house that suggested a narrative path through a complex historical event.
One of the first and most compelling published accounts was Murder in Mexico (Secker & Warburg, 1950), by Leandro A. Sanchez Salazar, the head of the secret police in Mexico when Trotsky was killed. Sanchez focuses on his investigation of the crime.
Isaac Deutscher covered the assassination in The Prophet Outcast (Oxford University Press, 1963), the third volume of his magisterial Trotsky biography, as did Hayden Herrera in Frida (Harper & Row, 1983).
Other books that I found helpful: Homage to Catalonia (Mariner Books, 1979), by George Orwell; Dreaming with His Eyes Open: A Life of Diego Rivera (Knopf, 1998), by Patrick Marnham; With Trotsky in Exile: From Prinkipo to Coyoacán (Harvard University Press, 1978), by Jean van Heijenoort; El Grito de Trotsky (Random House Mondadori, 2006), by José Ramón Garmabella; Stalin: The Court of the Red Tsar (Vintage Books, 2003), by Simon Sebag Montefiore; and A People’s Tragedy: The Russian Revolution 1891–1924 (Penguin Books, 1998), by Orlando Figes