Books like Nochnoj dozor by S. Luk'yanenko

Logen Ninefingers, infamous barbarian, has finally run out of luck. Caught in one feud too many, he’s on the verge of becoming a dead barbarian – leaving nothing behind him but bad songs, dead friends, and a lot of happy enemies. Nobleman Captain Jezal dan Luthar, dashing officer, and paragon of selfishness, has nothing more dangerous in mind than fleecing his friends at cards and dreaming of glory in the fencing circle. But war is brewing, and on the battlefields of the frozen North they fight by altogether bloodier rules. Inquisitor Glokta, cripple turned torturer, would like nothing better than to see Jezal come home in a box. But then Glokta hates everyone: cutting treason out of the Union one confession at a time leaves little room for friendship. His latest trail of corpses may lead him right to the rotten heart of government, if he can stay alive long enough to follow it. Enter the wizard, Bayaz. A bald old man with a terrible temper and a pathetic assistant, he could be the First of the Magi, he could be a spectacular fraud, but whatever he is, he's about to make the lives of Logen, Jezal, and Glotka a whole lot more difficult. Murderous conspiracies rise to the surface, old scores are ready to be settled, and the line between hero and villain is sharp enough to draw blood.

American Gods (2001) is a fantasy novel by British author Neil Gaiman. The novel is a blend of Americana, fantasy, and various strands of ancient and modern mythology, all centering on the mysterious and taciturn Shadow.

February 1862. The Civil War is less than one year old. The fighting has begun in earnest, and the nation has begun to realize it is in for a long, bloody struggle. Meanwhile, President Lincoln's beloved eleven-year-old son, Willie, lies upstairs in the White House, gravely ill. In a matter of days, despite predictions of a recovery, Willie dies and is laid to rest in a Georgetown cemetery. "My poor boy, he was too good for this earth," the president says at the time. "God has called him home." Newspapers report that a grief-stricken Lincoln returns, alone, to the crypt several times to hold his boy's body. From that seed of historical truth, George Saunders spins a story of familial love and loss that breaks free of its historical framework into a supernatural realm both hilarious and terrifying. Willie Lincoln finds himself in a strange purgatory where ghosts mingle, gripe, commiserate, quarrel, and enact bizarre acts of penance. Within this transitional state -- called, in the Tibetan tradition, the bardo -- a monumental struggle erupts over young Willie's soul.