July-August 1900. In this, the first book of the series, Harry is sent to Buffalo, New York, to investigate a fire that destroyed a grain elevator. But when Harry uncovers a smuggling operation, the case morphs into something more serious. Trains and steamships feature prominently as he crosses into Canada and back, accompanied by a curious young woman who seems to be conducting an investigation of her own. But Harry can never be sure of anyone's loyalties, least of all those who've hired him.
Online map: The Library of Congress has a perspective map of Buffalo created in 1902 and they've provided a zoomable version on the Web. The level of detail is simply incredible. It's sort of a Google Street View from 110 years ago.