Michelle's response made me think about the book What is the What? by David Eggers. It's a nonfiction narrative about a Sudanese refugee who loses his family in a civil war, and then settles in Atlanta, Georgia. In the U.S., he works as a security guard and tries to take classes at a local community college, while also struggling with poverty and attempting to assimilate himself into American culture. He's glad to be away from the violence of Sudan, but also has a difficult time forgetting his troubled past and starting a new life.
Another recommendation I have is The Woman Warrior by Maxine Hong Kingston. The Woman Warrior is a memoir about a second-generation Chinese-American immigrant in California. The author writes short anecdotes and vignettes about riding the fence between two cultures and trying to belong in the U.S. Unlike What is the What?, this book is written from the perspective of a woman, and Kingston discusses the unique challenges that both Chinese and Chinese-American women face.