The gods of Gotham / Lyndsay Faye.

Enhanced descriptions from Syndetics:

1845. New York City forms its first police force. The great potato famine hits Ireland. These two seemingly disparate events will change New York City. Forever.

Timothy Wilde tends bar near the Exchange, saving every dollar and shilling in hopes of winning the girl of his dreams. But when his dreams literally incinerate in a fire devastating downtown Manhattan, he finds himself disfigured, unemployed, and homeless. His older brother obtains Timothy a job in the newly minted NYPD, but he is highly skeptical of this untested "police force." And he is less than thrilled that his new beat is the notoriously down-and-out Sixth Ward-at the border of Five Points, the world's most notorious slum.

One night while returning from his rounds, heartsick and defeated, Timothy runs into a little slip of a girl--a girl not more than ten years old--dashing through the dark in her nightshift . . . covered head to toe in blood.

Timothy knows he should take the girl to the House of Refuge, yet he can't bring himself to abandon her. Instead, he takes her home, where she spins wild stories, claiming that dozens of bodies are buried in the forest north of 23rd Street. Timothy isn't sure whether to believe her or not, but, as the truth unfolds, the reluctant copper star finds himself engaged in a battle for justice that nearly costs him his brother, his romantic obsession, and his own life.