I just read aloud one of my favorites from childhood, Bill Bergson, Master Detective, and it's every bit as good as I remembered. It's by Astrid Lindegren, author of the Pippi books, and it is sadly out of print. (Used on Amazon starts at ~$50. I'm going to guard my battered paperback more closely!) If you can find a copy, grab it.
It's about a boy who wants to be a detective, and ends up detecting some actual jewel thieves in his small Swedish town. I don't even know what age level to peg it at. Vocabulary is crazy advanced (because when Bill is imagining himself as a real detective, the book uses ostentatiously adult wording); the kids in the book are 13yo, but they do a lot of imaginative play and don't act like cynical middle-schoolers. There are some scary parts, including threats of gun violence. DD6 ate it up with a spoon.