I'm surprised no one has mentioned John Constantine.
The JC of the 'Hellblazer' and 'Swamp Thing' comics not the
Keanu Reeves abomination from the movie.
Although he isn't exactly a PI he is a kind of 'paranormal
investiogator'. Created by Alan Moore and Steve Bisette and
John Totleben he was designed to be a surly, streetwise
counterpart to the genteel, gentlemanly paranormal
investigators that are the norm in comics. Most of the
stories in 'Hellblazer' are pretty damn bleak. London noir
with a touch of the paranormal.
Paranormal investigators are pretty much a staple of comic
books. Dr Thirteen was a great debunker of the paranormal and
Mister E. was a blind paranormal investigator. Dr Occult (I
think he was called)even wore a hat and trenchcoat. Come to
think of it, John Constantine also wears a trenchcoat.
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