I just finished reading "The Black Dahlia" by James Ellroy, an author who was recommended to me. The book is set in post-WWII Los Angeles, and depicts a gritty, hardnosed police department with some shady mob connections, that isn't afraid to bend the rules every now and then to get a conviction.
The book is an engaging read, especially since you never actually meet the title character. Her life is revealed through interviews with her friends, associates, and ultimately with her murderer. There are no innocents in Ellroy's story -- all the characters have significant lapses in moral character, and even if the guilty are punished in the end, justice is not necessarily served.
This is the first book in a four-book series set in the same period (the most famous being "L.A. Confidential"), so I'll probably plow through the other three fairly soon.