I've always wanted to run an TTRPG campaign based around a single investigation, like a serial killer or conspiracy or mystery. Very small-scale. Think The Frankenstein Chronicles in scope: the party are just people following clues and slowly piecing things together.
I'd love to be able to run something like this, with a singular prime antagonist who is only interacted with tangentially over the course of months or even years of real-world play. Absolutely no hand-holding of the PCs. Things just happen in a sandbox, and the PCs investigate.
I'd need to make a simple ruleset for the antagonist so that they're not just able to move and act with impunity. I'd also need a hell of a sandbox, so that the PCs have the run of a location and can look into things as they wish. Red herrings, sub-plots, conspiracies would be...
...the bread and butter, so there'd need to be a lot more going on than just the central case.

But that presents an interesting constraint: make everything else intriguing enough that it diverts attention, but not so intriguing or high-tier that it overshadows the main case.
I also think making things as "normal" as possible would work best. Magic, etc., adds in new ways to think that the Players wouldn't have as well as the PCs, which introduces an element of the GM having to coach the Players in the setting...
Maybe something True Detective S1 would work well: apparently normal setting / premise, but with an element that is Something Else, but it's purposefully outside of the purvey of the PCs. There is magic, but the PCs know nothing about it, etc.
That's probably the right way to go, I think. Gives the PCs more things to investigate, and more questions beyond the central issue of Who Is Responsible, whilst also giving the central antagonist tools to allow them to better evade the PCs. They still play by the rules, but...
...they get to play by DIFFERENT rules. The PCs have to learn those rules to learn who the culprit is. Maybe they can exploit them themselves, or maybe doing so would make them no better than the villain?
It would be a fun game to make props for. Each piece of evidence found, either before it is found, or after it is found, could be represented by a prop (newspaper clippings, fake blood on scraps of cloth, etc.). Would make the clue board really pop...
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