D H Lawrence 
The Plumed Serpent 

The novel has a contemporary setting during the period of the Mexican Revolution. It opens with a group of tourists visiting a bullfight in Mexico City. One of them, Kate Leslie, departs in disgust and encounters Don Cipriano, a Mexican general. Later she meets his friend, an intellectual landowner Don Ramón, and travels to Sayula, a small town set on a lake. Ramón and Cipriano are leading a revival of a pre-Christian religion and Kate becomes drawn into their cult.