Rivers of London began as a series of novels by Ben Aaronovitch.
Each volume is a separate story featuring Peter Grant, who is both a junior detective and trainee wizard. He is joined in the stories by his boss Detective Chief Inspector Thomas Nightingale, a police colleague of Nightingale’s, and Peter’s girlfriend, Beverly Brook, who is the goddess of her namesake waterway.
The setting is the dark side of London, where criminality and evil collide. You can read the graphic series, or the novels or both, and on his own website Aaronovich has a chronology, which, of course, is not the publishing chronology, where you can read both in the sequence that the events unfold (mostly).
London is a background, and clearly the inspiration, but these could take place in any big city, on cusp of night and darkness, where reality meets the fears and real dangers that haunt us all.