Firefight: The Reckoners book II by Brandon Sanderson

They told David it was impossible--that even the Reckoners had never killed a High Epic. Yet, Steelheart--invincible, immortal, unconquerable--is dead. And he died by David's hand. 

Eliminating Steelheart was supposed to make life more simple. Instead, it only made David realize he has questions. Big ones. And there's no one in Newcago who can give him the answers he needs. 

Babylon Restored, the old borough of Manhattan, has possibilities, though. Ruled by the mysterious High Epic, Regalia, David is sure Babylon Restored will lead him to what he needs to find. And while entering another city oppressed by a High Epic despot is a gamble, David's willing to risk it. Because killing Steelheart left a hole in David's heart. A hole where his thirst for vengeance once lived. Somehow, he filled that hole with another Epic--Firefight. And he's willing to go on a quest darker, and more dangerous even, than the fight against Steelheart to find her, and to get his answers.