Troika by Alastair Reynolds is another worthy nominee for the 2011 Best Novella Hugo. The story starts with a man freezing in a blizzard along a road. He gets picked up by a snowplow and we gradually learn things. He has escaped from somewhere and people are likely coming after him. He was a cosmonaut and something about his last mission is why he was confined. He is in Russia and he needs to get to a woman in Baikonur.
Once he meets the woman we begin to learn some more details. The story is taking place around 2040 and around 2020 a mysterious object suddenly appeared within about one light hour of the solar system. Probes are sent and it is determined that the object is large and quite strange. It is arranged in shells of various materials. The Russians quickly call it a Matryoshka and that is the name than sticks.
The cosmonaut is part of a three person mission sent to explore the Matryoshka. We learn what happens as he tells the story to the woman in Baikonur. The nature of the object is decidedly odd.
The story is written in the form of an explorative mystery. We start out with very little information and gradually add to that. As we gain information, we also gain suspense in trying to figure out the object. I enjoyed the story, but the ending came somewhat abruptly. There are definite answers (and implications) at the end of the story, but it did feel a bit constrained by length.