Completely agree for the Count of Monte Cristo, but wanted to add that I had a similar experience more recently with Shogun (James Clavell) which I found equally inescapably immersive.
The sword buried in earthquake and the samurai-wife subplots come to mind even all these years later.
Still, it was riveting compared to the shaggy dog that was Tai-Pan, the only book I've had the distinction of hurling at the wall in disgust at its non-conclusion.