[FizzyWater]

Chaz McKee (aka Katy Munger) has her "Dead Detective" series, starting with Desolate Angel in 2009. I read it and enjoyed it enough to buy the second one, but I'll admit I haven't read the second one yet. I remember the character being a dead, corrupt policeman, who now looks on and realized how he f'd up his life. But it has been awhile, so I might have a detail or two wrong...

Added: Mark Del Franco has a series or two with magical investigators in "today's world" (that happens to recognize that magic exists). I really like the first series, haven't started the second one. Book 1 of the first series was Unshapely Things. Book 1 of the second series was Skin Deep.

Laura Anne Gilman has her "Retrievers" series. It's NOT about detectives, though. The main character is a magical thief, but she hires out to "retrieve" items for hire. The series evolved into a good-vs-evil battle between mages, so I might be mixing things up a bit, but if I remember correctly, she mostly "retrieved" thing that had been stolen from others or were owned by "bad guys". It's published by Luna, which is a Harlequin imprint, but it's not a romance series. However, there is a relationship that develops over the series of the books (and heads into a specific kink that's pretty funny but it's not erotica at all - I don't remember sex scenes, really, although there might have been quick descriptions - as compared to the step-by-step erotic scenes in some romance novels). She also has a "spin off" series about one of the main character's neighbors. Again, I have the second series, but haven't read it yet. First book in series 1 was Staying Dead. First book in series 2 (and I think it probably shouldn't be started until after reading series 1) was Hard Magic. The second series sounds more investigative, rather than about a thief-with-a-heart-of-gold.