You might as well go back to the beginning.
For actual literature try Dashiell Hammett. He was an authentic Pinkerton detective before turning to writing. His nameless detective, The Continental Op, appears in 'Red Harvest' and 'The Dain Curse' plus a number of short stories.
Pulp heroes who had monthly adventures include The Shadow and Doc Savage. Doc was a 7 foot tall polymath with a secret gold mine in South america.