You want elves? Terry Pratchett, Lords and Ladies. Or Wee Fee Men, which is YA.
Ohhh... Simon Green, Shadows Fall - I can never ever think of fae the same way again. He is most known recently for the Nightside series, which is overall, a great example of some really dark urban supernatural.
For urban supernatural generally, I do recommend some of the above - Mercedes Thompson series, the Dresden Files, even the Hallows series by Kim Harrison is pretty good. I also forgot to mention Rob Thurman books and although its not a series, and set in the victorian age, the Ladies of Grace Adieu by Susanah Clarke was very good.
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Ohhh... Simon Green, Shadows Fall - I can never ever think of fae the same way again. He is most known recently for the Nightside series, which is overall, a great example of some really dark urban supernatural.
For urban supernatural generally, I do recommend some of the above - Mercedes Thompson series, the Dresden Files, even the Hallows series by Kim Harrison is pretty good. I also forgot to mention Rob Thurman books and although its not a series, and set in the victorian age, the Ladies of Grace Adieu by Susanah Clarke was very good.