Fran Becker I would also suggest Patricia Highsmith's Ripley series. There, too, the reader finds the killer to be very sympathetic.
NaTaya Hastings I found "Room" to be very similar... perhaps not in the telling but in the psychological trauma and the eeriness of how crazy and obsessed people can become. I recommend it if you haven't read it and like this book.
Catherine at The Gilmore Guide to Books Very similar, but to a lesser degree- Loner. Narrator does not go as far as Joe does, but psychologically it's very disturbing. Plus, it takes place on a college campus so is very relevant and timely.
Kristin Berlin Syndrome by Melanie Joosten. Set in Germany, Clare is a tourist who quickly becomes the target of Andi's obsession. He is charming and sympathetic just like Joe.
Kimberly The Collector by John Fowles, and The Butterfly Garden by Dot Hutchison (a very excellent book).
Haylee Currently reading Amethyst by Brooklynn Dean. It's about a woman who gets really obsessed with a rocker. It's dark, gritty, first person present tense. Kind of gives me the same vibe in that way.
Aleisha Into the darkest corner by Elizabeth Haynes. A fantastic book. The girl on a train by Paula Hawkins.