The fact is that most crime novels contain a good many punchlines. They are just rather darker than the ones you might hear in a comedy club.
Ian Rankin's Rebus is the king of modern British crime fiction. He is dour, determined, and constantly falls foul of his seniors. For all this, we root for him. He is eminently loveable, a quixotic hero moving through the darker half of a Jekyll and Hyde Edinburgh.