Throughout the history of mystery fiction, novels and stories were set in New York, London, and Los Angeles, for the most part, with an occasional foray onto the streets of Paris or San Francisco for variety.

During the past quarter-century or so, that has all changed. American authors placed their crime fighters in other cities: Detroit (Loren D. Estleman, Elmore Leonard), Miami (James W. Hall, Carl Hiaasen), Boston (Robert B. Parker, Jeremiah Healy), Chicago (Sara Paretsky, Scott Turow) — even, heaven help us, Indianapolis (Michael Z. Lewin), and then (what the hell, let’s run amok) suburbs and rural areas (too many to count). English writers, too, went wild and set books in Oxford (Colin Dexter), Nottingham (John Harvey), and just about any other place they cared to.

Even more recently, English-speaking writers seem to have discovered foreign countries, providing fascinating looks at different cultures and environments. Martin Cruz Smith’s Arkady Renko novels are set in Russia; Alan Furst’s spy novels in Poland, France, and other European locales; Philip Kerr’s Bernie Gunther adventures in Berlin; and Alexander McCall Smith’s charming tales, improbably, in Botswana.

A few years ago, John Burdett was searching for an exotic locale that hadn’t been the background for other thrillers. He had been to Thailand many times but had no serious interest in its sex industry, famous in every corner of the world.

His research, both in the bars of Bangkok and in a Buddhist monastery, paid off wonderfully with his outstanding first crime novel, “Bangkok 8,” the police district of his series character, Sonchai Jitpleecheep, a detective in the Royal Thai Police.

Sonchai was again featured in the second novel, “Bangkok Tattoo,” a little disappointing after the stunning first novel, and now he’s back for a third time in “Bangkok Haunts” (Knopf, 305 pages, $24.95) and returns to the heights of the first book.

Certain elements of Thai life permeate all three novels: the sex trade, Buddhism (which comfortably includes an unquestioning belief in ghosts, the memory of former lives, and other manifestations of spirituality shared by few in the West), and complete corruption, so ubiquitous that it is good-naturedly accepted without question.

An American living in Bangkok is arrested for murder and recognizes the hopelessness of his situation, even though he can prove he wasn’t in the country when the crime was committed.

“You don’t have a system of justice,” he says to Sonchai, “you have a system of extortion. This is a kleptocracy.”

As it happens, neither Sonchai nor his partner, Lek, an exceptionally effeminate transsexual, are corrupt—evidently the only two cops in Thailand who aren’t.

This page-turner opens with Sonchai watching what turns out to be a snuff film — a pornographic movie in which the girl is murdered in the, ah, climactic scene. “Few crimes make us fear for the evolution of our species,” Sonchai begins the first-person narrative. “I am watching one now.”

The victim was a legendarily skilled prostitute, Damrong, with whom the policeman was once insanely in love, as many men were, making the investigation painful and frustrating. His superior, the very wealthy and endlessly greedy Captain Vikorn, has little interest in solving the crime. He has the American and just wants to be done with it, becoming fearful once it becomes obvious that there is much more to the case than the murder of a prostitute.

Mr. Burdett’s books may not be for the easily offended. There is a lot of sex. Most of the characters in all three novels are either prostitutes or men who use them, but their dealings are recounted as matter-of-factly as the Thais treat it, devoid of salaciousness. Prostitution is viewed as honorable, even heroic, in Thailand, where girls in their teens (or younger) go to Bangkok from the poorest region of the country to earn a lucrative living, sending two-thirds or more of their earnings back to their families and, in many cases, accumulating enough wealth to buy a house and retire before reaching 30.

Reading “Bangkok Haunts” may not be quite as memorable as a night with Damrong, but it’s a decent consolation prize.

Mr. Penzler is the proprietor of the Mysterious Bookshop in Manhattan and the series editor of the annual “Best American Mystery Stories.” He can be reached at otto penzler@mysteriousbookshop.