I just got the fourth and final book in this series today and am so excited about it. You should start with The Gentle Axe, the first in the series featuring Porfiry Petrovich, the detective/magistrate created by Dostoevsky in Crime and Punishment. These books bring nineteenth century St. Petersburg to life in all of its glory and decrepitude.
oh wow! never had heard of this series - could be a very special hidden jewel. Looking for a new book to start this weekend and will get the gentle axe (although, may need to re-read C&P since it's been a while). Thanks +webereading!