The Haunting of Tram Car 015, by P. Djèlí Clark, is a wonderful supernatural mystery set in steampunk Cairo. Agent Hamed al-Nasr is called to what he expects to be a routine haunting. Instead, he and his new partner navigate djinn and suffragettes to discover what sort of demon is really behind the mysterious attacks.
This is a wonderfully lush world that comes alive even in a novella-length story. Highly recommended.