Mike Mignola's B.P.R.D

A collection of short stories featuring the Bureau of Paranormal Research and Defense, a fictional US governmental agency that investigates vampires, ghost trains, and the monster under your bed. And, since they are all “enhanced” individuals themselves, they're more than able to bump back at the things that go bump in the night.

The cases the BPRD investigate are kind of standard X-Files type stuff, but the main group of characters (an amphibious man, a ghost, a pyrokinetic woman, and a homunculus named Roger) are an interesting group that seem hardened and world-traveled without falling into the “grim and gritty” trap that many other characters fall into.