Certain relationships between reality and fiction can be appreciated by means of a study of a type of writing called documentary fiction, in which non-fiction -- newspaper reports and sociological studies, for example -- is presented in a narrative framework. The reality dealt with, however, must be a cognitive one, that is, a set of mental constructs shared by members of a society rather than any concrete physical reality. Documentary fiction has been chosen over "pure" fiction for a first study in this area because while it conforms to the conventions of the narrative, it documents "real" behavior and thus may be considered to be a meeting ground between the real and the imaginary. In addition, documentary fiction is an increasingly popular literary form both in the United States and Latin America. A short review of the genre in Mexico precedes a detailed study of two examples of it from that country: Hasta no verte, Jesús mío (Poniatowska 1969) and La Prihcesa del Palacio de Hierro (Sainz 1974). A cognitive model, the Image of Limited Good, has been posited for Mexico by George Foster (1965 and 1967) . A subcategory of this model is the nucleus of behavior which Octavio Paz (195) calls the Mexican mask. It is our contention that the model predicts behavior not only for the society but for its literature as well, and that this is tíie point at which: reality and fiction come togetlier. In tlie novels analyzed, tills is seen to be the case. Hasta no verte, Jesús mío is clearly a portrait of a member of the Limited Good society. The protagonist of La Princesa del Palacio de Hierro, on the other hand, exhibits very little of this traditional behavior. Hoever, she structures her discourse to conform to the pattern of masking, which is closely tied to Limited Good behavior.