The Family Fang by Kevin Wilson

From Library Journal: 'Caleb and Camille Fang are performance artists who set up unsettling situations in public places. Their two children, Annie and Buster, have been trained from birth to participate in these events. As they mature the children realize that their lives are not exactly normal. Their attempts to break away from their parents are unsuccessful until their parents disappear. Is it a stunt or a tragic accident? Even Annie and Buster can't say for sure. Wilson, who won the 2009 Shirley Jackson Award for his story collection, Tunneling to the Center of the Earth, tells his madcap story with straight-faced aplomb, highlighting the tricky intersection of family life and artistic endeavor. All fiction readers will enjoy this comic/tragic look at domesticity."