City of Stairs is definitely not your typical otherworldly fantasy. For one thing, it eschews the typical pseudo-medieval setting in favor of something closer to the late 19th/early20th century. The world has trains, guns, gas lighting, cameras, and telegraphs. It is not a steampunk novel though (if you were wondering).
Besides having a fairly distinctive setting, this book also draws a good bit from the mystery and spy thriller genres. The main character is a spy who goes to the city of Bulikov to investigate the murder of a professor who she greatly admired. Along the way she finds rebellion, political intrigue, and gods.
The gods are what makes this book a fantasy. Long ago, the gods led the people of the continent to conquer the world. Two generation before this story began, a man called the Kaj led a rebellion against the continentals and killed their gods. Of course as you can guess, it turns out that some of the gods survived and their followers are causing trouble.
This was a really great book. Besides being a fantasy/mystery/thriller, it also deals with issues of colonialism, religious fanatacism, and the nature of divinity. This was a really great book.