In Donna Leon's third Commissario Brunetti novel Dressed for Death (1994), the protagonist reads Tacitus' Annals in his spare time in the evenings, and various references to that material are made throughout the novel.
In Mikhail Bulgakov's The Master and Margarita Tacitus’ Annals is referenced, as the MASSOLIT editor Berlioz asserts that its mention of the crucifixion of Jesus Christ is a spurious interjection, added later, and not written by Tacitus.
In Jorge Luis Borges' short story The Garden of Forking Paths, when Yu Tsun, the main character, takes the train to carry out his final mission in the fictitious town of Ashgrove, among the few persons he encounters on the train is a young man fervently reading Tacitus’ Annals.
Tacitus is also mentioned briefly in The Mysteries of Udolpho by Ann Radcliffe, volume VI, chapter VIII.