I'm not sure if this has ever been done but it's been something that I've been thinking about that I'd like to see in a novel.
Setting, the old west roughly 1865-1885 or thereabouts. Main character is 30 year old James Black who joins a Supernatural "Pinkerton" like Agency after he is saved by them during the Civil War following a supernatural "incident". His family is later hunted down and killed. He is totally mortal, with no special powers or abilities aside from what he's trained on and his Colt 44 armed with Silver Bullets. The thing is, is during his investigations, he runs into actual "Pinkertons" and doesn't like them as they represent the authorities who can't see into the truth behind things. (Thinking of a smarmy character who can act as a foil to Morgan.)
Enter his sidekick, a Chinese immigrant of great talent who is steeped in Asian mysticism and who also joins up after he is discovered by the agency during the California Gold Rush during an investigation.
Annabelle Grant, an African American woman who was born and raised in the North after her parents escaped the south and who was educated by a powerful northern family. She would be like a female version of Frederick Douglas. She's attractive, smart, and ATTRACTED to Morgan after various adventures. Given her African American heritage, she may also have a bit of mysticism applied to her as well. (Not sure how yet)
Marion Leigh, an enigmatic "wild card" with her own agenda who would pop in from time to time to spice things up. lol
Bad guys, "Ghost Riders," demons from the other side with a hidden agenda. Other bad guys and neutral characters would include other myths and legends who also "immigrate" to the new world.
To put it simply, I kind of imagined it as a cross between Have Gun, Will Travel, Maverick, the Men in Black, the Wild Wild West, "Supernatural", and, of course, the Dresden Files.
Given the need for vengeance from Black, the racial problems arising from having a "Chinaman" as a sidekick, and the colorful history of the west, I think it could it be an interesting world. Native American lore, battles, gold rushes, wagon trains, railroads, obscure mining towns, western gunfights, run-ins with famous historic western figures (at least we think, lol.. John Wesley Hardin, man or demon? jk), the possibilities are there. I've even thought of having our hero return to the "old world" to deal with things "American Cowboy Style".
Too bad I can't make this a guy a distant mortal relation to Harry. I always thought it would kind of cool if there was a story behind Harry's Colt .44 which he isn't aware of.