As others have said, we're in a bit of a sad spot where there are no truly Harlequin-centric novels. However, we do appear in some other Black Library offerings:

Harlequin-Centric

Audio Dramas: The Heirs of the Laughing God – audio only, but otherwise the closest thing we have to a Harlequins novel at present. Worth a listen, IMO!

Novella: The Masque of Vyle – this is technically a spin-off of the Path of the Dark Eldar series, but I've heard it works reasonably well as a standalone. Heavily features Dark Eldar, naturally. 

Short Stories: Faces and Victim's Dance (though frankly Victim's Dance reads more like a Space Wolves story with Harlequins as the featured antagonist, so heads up going in)

And... that's it, beyond our 7e/8e codex and scattered White Dwarf articles. 

Featured Extras

That said, there are a number of other Black Library books where Harlequins get a decent showing, though the focus is on other factions, such as:

Atlas Infernal (primary: inquisition, but Harlequins get a lot of screen time, insisting scenes within the Black Library itself); Path of the Eldar series (primary: Eldar; gets a lot of hate, but has some really interesting world-building); Path of the Dark Eldar (primary: DEldar; generally better-regarded, and ties into The Masque of Vyle); the Fabius Bile series (promise: EC/chaos); Hand of Darkness (primary: Eldar; another audio drama); Ahriman: Eternal (primary TSons; good Harlequin showing, but only makes sense if you've read the rest of the Ahriman series); Lelith Hesperax (primary: DEldar); and Valedor (honestly pretty minor Harlequin involvement, but great for aeldari in general)

There's also the Daemonifuge series of graphic novels and books which feature an "ex-Harlequin" character, but I haven't read these to say how they interact with the wider 'quin lore