I read a lot of mysteries, especially lately, and through some are police procedurals and some are about amateur detectives, almost all of them were either set in or actually written during a period between the late 1700s and the end of WWII. I like historical novels set in that period, and if they are mystery novels, too, then so much the better.
There are a couple of series set in the Victorian period which have, in addition to all else that recommends them to me, a Dickensian flavor, and sometimes a Dickensian inspiration. These are the "Victorian Detectives" series by Carol Hedges and "Charles Dickens Investigations" by J. C. Briggs. There are few historical infelicities that I have caught in these books, but nothing bad enough to put me off of stories that are otherwise extremely well-written and atmospheric, besides intriguing plots with unexpected twists and turns. If you love 19th century novels, as I do, you will probably love these. If you don't ... well, they are not quite as dense and wordy as the real thing, so you might enjoy them anyway. You could give them a try and find out.
Also Victorian in setting are the books of Anne Perry. Her books are well-researched, but she doesn't really try for a Victorian sensibility in her writing. She is a modern writer, writing for modern readers, which I imagine is one reason why her books have been so successful for so long Her most famous series, about Charlotte and Thomas Pitt, I like well enough, but far more intriguing are the characters in her William Monk series. Monk is something of an anti-hero in that he has a very difficult and not always likable personality, and one is sometimes tempted to hate him for his personal judgements of other people, though he does improve as the series goes on. He has lost his memory as the series begins, and he spends a lot of time trying to remember what he had done and what kind of person he was before, while covering from others the fact that he has lost his memory, and trying to get on with his work regardless. The more he learns about his former self, the more he realizes what a self-serving ******* he was, and because he is able to see what he has said and done in the past, without being caught up in the emotions that drove him at the time, the more he realizes that he doesn't want to be that person anymore. And yet ... he may have lost his memory, but he hasn't lost his basic personality. He is a police detective as the series begins, but then spends time as a private investigator, and then goes on to work for the Thames River Police. The other interesting character in this series is Hester Latterly, a former Crimean war nurse, who has seen many horrors on the battlefield and comes back with a reforming zeal for the medical establishment in England—which as you may imagine, being a female and very outspoken, she doesn't get very far with. But it's not just about the characters. There is a lot to learn about them, but there are a lot of books in the series, so we don't get it all dropped on us at once, and there is plenty of room for the crimes and how they get solved, as well as great deal about the social history of the time, which was one of great social, economic, and industrial upheaval and change. Perry is very good at weaving these into her plots, at devising plots which revolve around the historical events of the time. Also, it's a period when people did not have much trust in the police or in police detectives (a relatively new thing) and the upper classes especially don't like anyone getting up into their private business, even if it means solving crimes that nearly affect them. ("How dare you ask me impertinent questions" followed by "why are you taking so long to solve the murder of my relative?") Which, needless to say, throws up a lot of obstacles to solving the crimes. The plots are very good; just intricate enough without the mysteries getting over-involved, which is a problem I find with some books.
In the way of something more cozy and comfortable there are Patricia Wentworth's Miss Silver mysteries. Though they tend to be murder mysteries, I did find them good comfort reading when I was in a deep depression. Terrible and tragic things do happen, but Wentworth doesn't dwell on the most gruesome details and we always know that Miss Silver (and justice and humanity) will triumph in the end. These books were written over a long period in the first half of the twentieth century and the settings are contemporary for the time, but Miss Silver herself, being an old lady and set in her ways, in a throw-back to a previous era. Part of her success, of course, is because people tend to under-estimate her, based on the way she looks and acts—a little old-fashioned spinster, reminiscent of the governesses they once had and outgrew. (Sometimes we meet some of her former pupils, for she was indeed once a governess, but we find that they did NOT outgrow her and they still respect her. It was she who outgrew the role.) The rest is due to her brilliant and insightful understanding of human character. I like her better than Christie's Miss Marple, written during the same period and much more famous and popular. I guess that's because to some extent Miss Marple is a bit of a busy-body, while in the case of Miss Silver it is her actual profession to help people, who come to her with their problems.