Hector Belascoaran Shayne is Paco Ignacio Taibo II fictional private-eye. Most of the information I was gathering in order to write about Hector Belascoaran Shayne seems to me pretty well summarised in this post: An Easy Thing by Paco Ignacio Taibo II, I won’t do it any better. Hector Belascoaran series includes the following titles:
Días de combate (1976)
Cosa fácil (1977) English translation: An Easy Thing (2002)
Algunas nubes (1985) English translation: Some Clouds (2002)
No habrá final feliz (1981) English translation: No Happy Ending (2003)
Regreso a la misma ciudad y bajo la lluvia (1989) English translation: Return to the Same City (2007)
Amorosos fantasmas (1989)
Sueños de frontera (1990) English translation: Frontera Dreams (2002)
Desvanecidos difuntos (1991)
Adiós Madrid (1993) (The only novel that is not located in Mexico City)
Muertos incómodos (2004-2005) English translation: The Uncomfortable Dead (2006)
Paco Ignacio Taibo II at Wikipedia
A Crime is Afoot 
>Thanks Jose Ignacio, I am going to look for one of Taibo's books that he has written on his own as I did enjoy the glimpses of the character I got in THE UNCOMFORTABLE DEAD