Mother Night

Though not technically sci-fi, Mother Night was written by sci-fi pioneer Kurt Vonnegut, and is therefore more than worth a look. Vonnegut skillfully interrogates the difference between performing an action and being the role you play. Howard Campbell Jr., the protagonist of the book, is a man who wishes to live only in a "nation of two", but ends up serving as a propaganda tool for the Nazis, while simultaenously being a spy for the Allies. I really suggest you check it out. The movie version, at least is great, and I'm looking forward to reading the book.