Roaring Twenties by Carrie Vaughn
Pauline accompanies her friend Madame M to a supernatural speakeasy, patronized by supernatural folk, mobsters, and just regular folks looking to drink some booze. M wants to speak with the establishments' owner Gigi. Suddenly what appears to be a normal night takes a turn a couple ask for help to escape for the West Coast and then an obvious Fed shows up and begins nosing around, until both Pauline and Madame take things in hand to get him occupied and help the couple escape, unfortunately they lose the Fed and he comes back resulting in things getting interesting. While Pauline and M are interesting characters, their roguishness is somewhat questionable though hidden by a good story.