The Strange Affair of Spring Heeled Jack and The Curious Case of the Clockwork Man, written by Mark Hodder.
These books follow the careers of Sir Richard Burton and Charles Swinburne as secret agents for the Crown, investigating strange events.
The world is very well researched version of Victorian England, without Queen Victoria. It seems her assasination set off a number of changes in the timeline that resulted in rapid advancement of steampunk high tech.
All of the characters are based on well known historical figures, but who's lives have changed dramatically. Burton gives up exploration and becomes a secret agent; he is at times very Bond-like (including a hilarious Bond quip at one point) and in other ways much like Holmes. Swinburne, a decadent Victorian poet, becomes his partner, a wonderfully written character that I can't think of a comparison to (definately not Watson.)
The books explore the idea of changes in the timeline, Victorian age class politics, news events current at the time, and lives and lifestyles of famous Victorian age names.
I found reading the books made me want to sit in a drawing room with a cigar and a gin and tonic, definately spurred me to look up many of the character's real life histories.
If you aren't from Britain you likely have never heard of Spring Heel Jack, but this was a real life news story of the bizarre, a strange creature seen in and around London periodically over the course of about a century. Hodder comes up with fabulously twisted story that explains what Jack could have been, and how this changed the course of history and created one of most wonderfully painted science fiction worlds I've come across.
The series seems to be at least a trilogy, I'm eagerly awaiting the next volume. Definately don't wait, each book is self contained and an amazing story in itself.