Niemalsland by Neil Gaiman

A young office worker’s life is upended when he helps a wounded, mysterious woman and is pulled into London Below, a hidden, dangerous version of the city populated by lost people, forgotten places and strange rules; together they set out to unravel the murder of her family, relying on a roguish noble, a formidable bodyguard and other odd allies while hunted by brutal assassins, and in confronting the shadowy power behind the violence he discovers that his ordinary existence can never be reclaimed.