I think we can argue that an essay is (or can be) a very close sibling of the letter. For that reason, I have been dabbling in them, both nonfiction & fiction versions. Though Didion’s nonfiction demands the most attention, I don’t think that we should overlook the fact that i.) She wrote fiction (five novels, perhaps the best known being “Play It As It Lays”) and screenplays (also five) and ii.) Multiple ways of writing and/or disseminating information overlap — even to the point of lending to one another.