Holy shit. Sitting here watching the Dodgers on TBS when a commercial for The Alienist came on. I first read the book back in 1995 and loved it.
It takes place in the 1890s and is about a serial killer. It includes a young Theodore Roosevelt as the top cop in NY as well as JP Morgan. The Alienist is the detective who uses new methods such as finger printing and other current day methods.
I remember hearing that the rights to this got bought back in 05-06ish. The sequel to the book, The Angel of Darkness, is great too.