hey pincho thats a nice plan.
Heres some nice reference material
There was a role playing game set in the 30s with gumshoes and the occult and undead.
It was called "call of cthulu" and had some great aspects to detective stories as well as a good rational of statisitcs that sent everyone eventually mad from all the gore or supernatural events they saw. This maddening effect might work with your game in some way as well but is only a minor facet of the info found here.
with any RPG on paper the dm runs a module
heres a sample of one I found online
a harder one
a comical one
As you can see its a layout of a mystery with a way for the players to solve it etc.
hp lovecraft is the founder of the fantasy idea as he fleshed out a realm that became the game. 1924
it also looks like someone is making a 3d version of it as well