So, during the recent library drought , I looked through goodreads recommendations and found that the library had one book out of about 15 that was recommended, looked interesting, and was available to check out. Which would be Mike Resnick's first John Justin Mallory Mystery (How goodreads labels the series, vs. the book itself which labels it "A Fable of Tonight"), Stalking the Unicorn.
The book is centered on a New York City Detective named, unsurprisingly, John Justin Mallory. We meet John on New Year's Eve, as he's behind on the bills, his wife has run off with his partner, and he's busy drinking whiskey out of a Mets coffee mug.
He's startled by the arrival of Mürgenstürm, an elf, who's willing to pay exorbitant cash if Mallory will help him find a unicorn before dawn. (That Mürgenstürm is responsible for the unicorn and going to be killed by his guild if he doesn't have the unicorn back by dawn would be his major motivation is hiring a down on his luck private dick.)
Mallory, like most sane folks, thinks the elf is a pink elephant. Then Mürgenstürm drags him across into HIS Manhattan.
Long story short, the unicorn got kidnapped by a leprechaun who also double crossed a demon who wanted it.
Along the way, we meet Captain Winnifred, the big game hunter; Felina, the cat girl; and Eohippus, a talking horse about the size of a chihuahua. Oh yeah, and Grundy, the demon who wants the unicorn for the ruby on its head that makes travel between this Manhattan and the one Mallory normally is in possible.
While I ended up liking the book, it does come off a bit like what would happen is Dashiell Hammett had written The Phantom Tollbooth.