The Haunting of Tram Car 015

This novella is set in a steampunk alternate world where djinn interact with humans and (among other things) helped to ensure Egyptian independence fifty years early and make Cairo one of the world's greatest and most influential cities. The main story concerns a pair of investigators looking into an apparently haunted tram car and trying to exorcise the spirit concerned. This provides the fantasy elements and, in fairness, the plot is pretty straightforward - the real strength being the realisation of the setting.

Middle Eastern settings are not unusual in fantasy, but it's rare to see one quite as well-developed as this, with the mix of early 20th-century modernity and Islamic myth. Indeed, this expands on the first novella in the series by extending the supernatural elements beyond the Islamic world - although still featuring something that isn't Western European. It gives the impression of setting things up for a bigger story later (and a novel did follow) with several threads left hanging even though the core plot is neatly resolved.