There’s been a murder in Heaven. The first murder. The first sin, in fact. Recounted to a human of the modern era, angel Raguel narrates a murder mystery that occurred before humans were even “invented.” Raguel, Angel of Vengeance, was called upon by angel Lucifer to discover who had murdered one of the angels and why. The reasons are tangled in the creation of Earth and the forthcoming fall of Lucifer, not to mention the fate of the young man listening to the story. It is like a Greek myth and a noir detective mystery set in the heavenly realm.
Murder Mysteries is by far my favorite Neil Gaiman piece of writing. You can get it as a graphic novel or read it in the Smoke & Mirrors short story collection, but nothing beats the 2000 radio drama version. The main character/narrator is played by Michael Emerson, five years before he went on to star as Benjamin Linus in Lost, and the human version of the angel Raguel is played by the renowned Brian Dennehy. Other actors include Anne Bobby, Chritopher Burns, Thom Christopher, Ed Dennehy, Traci Godfrey, and Evan Pappas. As a short story, the entire drama is about an hour and twenty minutes.
You can listen for free on the internet (YouTube, etc.), or it comes as part of the set Two Plays for Voices, alongside Gaiman’s dark Snow White story Snow Glass Apples.