"Proof of Guilt" by Bill Pronzini

From: The Mammoth Book of Perfect Crimes and Impossible Mysteries, ed. Mike Ashley. Carroll & Graf, 2007.

One summer morning, the police are called to the offices of lawyer Adam Chillingham's offices for what seems like an open-and-shut case. At 10:30, a young man named George Dillon had entered Chillington's private office; a few minutes later, the staff heard a gunshot. A few minutes later Dillon opened the door and told the staff that Chillington had been murdered. Then he calmly sat down across from Chillington's body and was locked in by the law clerk.

Dillon's father had been a wealthy businessman before his death a couple of years before. Chillington was the executor of his estate, and according to Dillon had stolen $350,000 dollars. So Dillon had not only the opportunity but a strong motive for Chillington's death.

One problem: nowhere in that office, high on the sixteenth floor, with a single door and a single unbroken window, could the police find a murder weapon.

In spite of his penchant for realistic characters and plots, Pronzini also has a love of locked-room mysteries, and this is one of his best. I guarantee that the ultimate resolution of this case will leave you with your mouth hanging open, or I'll eat my keyboard.