Lord John and the Hand of Devils by Diana Gabaldon

This book contains a collection of three novellas: Lord John and the Hellfire Club, Lord John and the Succubus, and Lord John and the Haunted Soldier. Of the three, I enjoyed Lord John and the Succubus the best. While they all have an element of mystery, it's in the historical detail where they really shine. I think the succubus (which has a real-world explanation) was the most-cleverly plotted, and it has the best look at Lord John's character.