Scribblingwoman started me on this train of thought. Several trains of thought actually.
Scribblingwoman points to a post on Magnificent Octopus which in turn discusses a Lisa Jardine’s article in The Guardian in which Jardine asked hundreds of women to nominate a book that changed their lives:

The idea behind “watershed women’s fiction” was to create a list of 30 books – by women and men – that had been in some way inspirational for women readers. We defined a “watershed” book as one that had made a crucial difference during some transitional period in life. It might have sustained someone in adversity, matched her joy at moving on in some significant way, or helped her make an emotional choice through emulation or analogy. It would be a book that made a memorable intervention – not a favourite book or one that got you reading in the first place.

At first I was taken by Scribblingwoman’s thought

I wonder, after reading her post, if it is not the books themselves that are so memorable but rather our state of mind when we read them.

This resonated for me. I can’t think of too many books I would put in the life changing basket. But there have been lots of events. And for each, looking back, I can see how circumstances and experiences leading up to the event prepared me to be changed. I may have been changed even without the event.
Then I thought about the how men and women might respond differently to this question. Firstly, the books that changed men’s lives are most likely different to those that changed women’s. Not surprisingly, the majority of books that women identified in Jardine’s research were written by women. Is this because women are more likely to write life changing books? It wouldn’t surprise me if it were true.
Second, are men less likely to engage in a book to the point of it being life changing? I’m not sure.
At the moment, I can’t think of one work of fiction that I would regard as life changing, but maybe if I thought about it there would be some.
On the other hand I have four daughters and I suspect if I asked them the five women in my house would each be able to nominate at least one book.
I would be interested for others thoughts on this topic…