John Madden Series by Rennie Airth

Set between the two world wars, when we first meet Inspector John Madden, he is a man haunted by the death of his wife and child and by his experiences in the trenches.  So far, there are five books:

1. River of Darkness
   
2. The Blood Dimmed Tide
   
3. The Dead of Winter
4. The Reckoning
5. The Death of Kings