Speaking of...

...authors who died, leaving their series unfinished, none was sadder than Kate Ross, an attorney who died after writing only four of her acclaimed Julian Kestrel mysteries.  Kestrel was a sensitive, complicated dandy living in Regency-ish England (I think -- it's been a while), whose obscure origins were as much of a puzzle as the murders and heartbreak constantly dropped in his lap.  They are in the same family as Anne Perry, though not terribly similar; there's a lot of emphasis on emotion and moral dilemma, but less on politics, except for the last one, set in Italy.  Fortunately, Ross did reveal some of Julian's origins in the last one, which makes it a not altogether abrupt close, but it's quite sad to think of all the books she might have written.