Stalking the Unicorn was a kicky and very fun little detective novel set in a fantasy universe.
In the story, John Justin Mallory is just another New York City PI who is hired to investigate a missing unicorn. He gets pulled into another New York, a fantastical one, and encounters all kinds of interesting creatures.
In the author's notes, Resnick talks about how this book is sort of an anti-epic-fantasy (ala Tolkein and every other author that loves dramatic wizards in big pointy hats) and he does a great, great job at having fun with fantasy.
Take a stereotypic dark and rainy detective novel, throw in some magical creatures and blend. Strain through a humor filter and you have this book. It's very fun.