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This is a collection of six mystery novellas and novelettes featuring Abigail Irene and Don Sebastien, and it is an excellent place to start with Elizabeth Bear. It is one of her most accessible works, so if you can find a copy of it (not necessarily easy, with small-press releases) and enjoy quality prose and characters, I strongly recommend checking it out.
The novellas are sequential and build on one another, so the collection should be read in order. It starts as Don Sebastien leaves the Old World for the New on a zeppelin, having shed all his court but one Jack Priest, his ward. Vampirism is illegal in the British Empire, so Sebastien takes care that no one suspects his true nature, and when one of his fellow passengers goes missing he is forced to solve the mystery quickly, for fear that when the zeppelin arrives at New Amsterdam the captain will call in Detective Crown Investigator Abigail Irene, whose reputation is known across the Atlantic.
Don Sebastien and Abigail Irene don't meet until the second novella, when Sebastien horns in on a particularly chilling murder in his new home of New Amsterdam. While her quick acceptance of a place in his court comes out of the blue, they have immediate chemistry as people with a stricter moral code than is usual for their positions and a particular enjoyment in circumventing (or ignoring outright) Victorian moral conventions. They also make an excellent detective duo; Sebastien does more of the traditional detecting (interviewing suspects, having contacts in all corners of society that can provide information) while Abigail Irene's credentials as a forensic sorceress make her a turn-of-the-century magical C.S.I.
Each mystery they solve together deepens our understanding of the alternate world they live in; we are introduced to many sectors of a fairly complex society where magic and technology are intertwined and creatures of the night are just one of many oppressed classes. Impressively, every single mystery is fair -- while I only guessed one of the conclusions correctly, I was able to find the clues in each story after the reveal. Bear is never exactly an easy read, as she does not spoon-feed her world to the reader, but this collection is much less dependent on the reader catching every single reference than Blood and Iron was. I was left wanting much, much more set in this world; I'm grateful that it's followed by Seven for a Secret and The White City and hopefully many more.