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An epistle is another name for a letter, and it's a form that's used quite a lot in literature. One of the earliest examples is Ovid's Heroides, letters in which Ovid adopts the voices of a bunch of different female heroes from the classical period. He addresses the letters to all the dudes who kicked these ladies to the curb. It's super juicy, and we highly recommend a read.
Plus, many early novels were made up of letters, like Samuel Richardson's 1740 epistolary novel Pamela. For a more recent dose of letter-fiction, check out our discussion of later epistolary works like J.M. Coetzee's Age of Iron, S.E. Hinton's The Outsiders, or Leonard Cohen's song "Famous Blue Raincoat."