This past couple days i have finished two books: The Angel of Darkness by Caleb Carr and The Interpretation of Murder by Jed Rubenfeld. Both take place in New York City during the late 19th and early 20th century (1897 and 1909 respectively). Carr's book has a fictional psychologist running the investigation and an appearance of Theodore Roosevelt while Rubenfeld's has both Sigmund Freud and Carl Jung throughout but neither do much real detective work. Both have a lot of commentary on the police corruption of the time and the living conditions of the city's poorest citizens.
I definitely liked Angel better. NOT just because it was 640 pages. I felt the crimes and the process of discovering the criminal were far more interesting. Murder was rather confusing. Most thrillers/mysteries are told in either first person perspective following the investigator (Angel and Carr's earlier The Alienist use this) or a third person omniscient perspective following the investigators with occasional glimpses of the killer's actions (Silence of the Lambs, Michael Connelly's Harry Bosch novels). However, Murder uses third person omniscient and follows lots of characters: the coroner, a police lieutenant, Carl Jung, another psychologist who is the investigator, a suspect, a suspect's wife, the killer, a victim who survives, plus a couple other really minor characters who are only the focus for a few pages. I really feel limiting the focus would have improved the flow and tension of the story. I did learn a bit about Freud's theories from the book but i probably would have learned properly from a short overview book on psychoanalysis.
Highly recommend Angel of Darkness, slightly recommend Interpretation of Murder.