Either in a modern urban fantasy setting or the standard medieval stuff, magic can potentially mislead any attempts at investigating crimes. Just the potential of Illusion spells like disguise aura and ventriloquist can make any alibi and/or testimony extremely shaky if the investigator isn't either already looking out for those things or if they don't have a decent Spellcraft bonus.
What would an average crime be like when magic exists? And with how accessible magic can be, how do investigators really know that they've got the right idea on catching the bad guy? I'm pretty sure even a character like Sherlock Holmes would have trouble keeping up with all the ways magic can be implemented in a case.
What kind of person/character would an investigator have to be to reliably get all the clues right?
