The first season of True Detective, sort of.
Procedurals 1: Anything You Say Can and Will Be Used Against You.
This thread is for procedural TV, shows where the primary idea is to figure out the case. [NAFDA]
I saw a recommendation for Hinterland and Shetland; if you like BBC-type procedurals there's Vera (like Shetland taken from books by Ann Cleeves). There's also Whitechapel - it's kind of odd and spooky - a young-ish man, son of a famous policeman, is put in charge of the station by that name. He's fairly inexperienced, but he has an experienced sergeant (played by Phil Davis) who helps. The various crimes often seem to follow patterns of historical crimes; they end up bringing in a historian who has all kinds of reference materials. I got the impression that the main character has OCD. There are various creepy things going on, some seemingly supernatural.
Thanks, Toddson.
Whitechapel is interesting but definitely weird. First season is Ripper, second season is the Kray brothers.
There's also Ripper Street, which is almost entirely not about Jack the Ripper. It's certainly got an atmosphere, though it's usually seedy turn-of-the-century London. The acting is fantastic, with Matthew MacFadyen as the lead.
I loved Ripper Street.
I enjoyed both Ripper Street and Vera.
Vera is fine, and has a good sense of place. I liked the first couple of seasons of Whitechapel, but one of the later seasons just squicked me out too much.
So many British series to choose from. Here's another - Death in Paradise, about Brit solving murders on the fictional Caribean island of Ste. Marie.
The early seasons of Death in Paradise are funny because the British cop so hates being in the Caribbean. He longs for fog and heavy food and darkness and Fiona Bruce on his telly.
Other series with good senses of place:
Fortitude, starring Stanley Tucci, is a really creepy mystery set in Spitzbergen.
Wallander, with Kenneth Branagh and Tom Hiddleston, in Sweden.
The Tunnel, which is an adaptation of the Danish (and later American) series The Bridge, with the Chunnel standing in for the bridge. The dynamic here is the interplay between the English and French cops.
I'll second the rec for Wallander.