What aspect of investigation? There are multiple types, from medical fraud investigators to credit background investigators to the old-fashioned "take photos of cheating spouses" sort (all of which are "P.I.s") I used to know bunches of them in Colorado (and the regulations relating to licensing, determining what they can do, vary from state to state, BTW.) Do you want how-to sort of stuff, or "in the trenches" stories, or just lingo to banter between characters?
A few more details and I can probably steer you somewhere.