Very nice topic, as I enjoy this type of stuff as well, but don't know too much of it.
One album that sorta does fit this topic for me though:
Chick Corea - Time Warp
Some of the songs have more piano than sax, but a few like
Terrain and
Arndok's Grave really have some sleazy detective sounding sax.
Unfortunately, none of these songs are on Youtube it looks like, which kinda shocks me as good as this album is, but /shrug.
I'll be interested to see what other people put in here too.