The Bible. Once you have read it, you'll become an atheist and a nihilist. The Old Testament is an especially bizarre read. You get from it a distinct impression that even if God were real, you wouldn't want to be His friend. He is jealous, petty, vindictive, and has a weird obsession with how we live our lives for a supposedly perfect divinity. The OT also advocates for slavery, massacres, etc. It's honestly a miracle that Christianity managed to survive for so long in the West with such a terrible basis. You can thank theologians and philosophers for "putting lipstick on a pig" for so long.
Aside from this, Nietzsche, Camus, Sartre, Cioran, Dostoievsky, Schopenhauer are classics. But nearly every major author post 1800 has discussed religion vs atheism in some way. Pessimistic and nihilistic books are every book published after the downfall of the Ancien Régime. Even something like Frankenstein (Mary Shelley) contains nihilistic themes.