Storm Front (Dresden Files Series #1) by Jim Butcher
Take a standard noir detective. Put him in Chicago. Let him consult with the police (who don't completely trust him ), give him a troubled past, uneasy relationship with his peers AND the mob..... you'd almost have this book.
EXCEPT...
Instead of being a private eye, Harry Blackstone Copperfield Dresden is a practicing wizard (in the yellow pages, even). He does consult for the police's Special Investigations unit,and he's in a lot of trouble with the White Council that governs magic users. And yes, in this case there are mobsters who don't want him sticking his nose (or wand) into things they want left alone.
A very nice, well paced hard boiled wizard story. I look forward to reading more - and might eventually check out the TV series (sadly one season only) that was made from these books.
