Bloodlist by P.N. Elrod

Bloodlist is the first in Elrod's Vampire Files series, which takes place in the late 1930s around Chicago. The tale begins on the shores of Lake Michigan, where we find our protagonist, Jack Fleming, being run down by a small-time gangster. He "survives" the attack, and we very quickly discover that the reason is that he is a vampire, recently turned. It's only about two-thirds of the way through the book that we get most of his back story - he had a love affair with a vampiress named Maureen, and exchanged blood with her, which left him able to rise again when he was tortured to death by gangsters just a few hours prior to the beginning of the story. His memories of his death are repressed, to begin with, but we eventually get the flashbacks that make things clear.

Fleming, while breathing, was an investigative reporter in New York. One of his informants, just before being inconveniently murdered, gave him a coded list full of information that several rival gangsters are willing to kill for, and Jack spends most of the story blundering about investigating what might have been in the list that was so important. Very early in the game, he makes the acquaintance of Charles Escott, a former actor who is presently employed as a private agent (P.I., in modern terms). Escott worms his way into Fleming's confidence and investigation, and the two of them rapidly become good friends, though it takes them some time to admit to it.

It's always interesting to compare which myths of the total vampire mythos make it into each author's interpretation. Elrod's vampires aren't affected by garlic or crosses, though Fleming thinks that perhaps those who are actually "evil" might fear the crucifix - Fleming, himself, calls his parents when he thinks of them, and sends home money to help them through the tough times of the Depression. No bat or wolf shape is available, but forming into a mist that can seep through cracks in the walls or even more solid walls is a handy thing for a vampire turned investigator. Fleming becomes violently ill when he consumes normal food or drink, but he's not limited to taking blood from humans, a trip to the Stockyards seems to tide him over, though he discovers that the "kick" from human blood and the orgasmic pleasure involved for vamp and victim are far superior to the blood of our four-footed friends.

So, in this novel, the scene is set in Gangsterland Chicago,  sidekick Escott befriended and glamorous moll Bobbi won. The first round of battle eliminates a layer of the Mob, and Jack begins to deal with the consequences and responsibilities of his new powers. We also get to meet some semi-permanent friends and allies in the underworld of Chi-town.