I may be being a fraction generous with the 4 star rating here as it probably really sits at 3.5 stars for me.
Nathan Heller is an ex-cop turned private detective who left the force after witnessing some corrupt police activities. His world is Chicago in the early 1930's.
Collins does a fantsatic job in painting a picture of what life was back then and the extent of his research shows. The story is helped by having real life characters (e.g. Al Capone and Eliot Ness) playing their parts in interacting with Heller in cameo roles.
I liked Heller and really got into Chicago and the period in which the story is set. What I missed, however, was some genuine sleuthing. There is a small-ish twist towards the end, but this is not really a novel in which the detective gets challenged and goes about chasing clues while the reader roots for him.
While the story was therefore very colourful, I saw the crime/mystery elements as being secondary. As you can see, however, I felt uncomfortable penalising the rating because those elements weren't as strong as I expected.