Its not Anita Blake. Different (yet similar) universe by the Laurel K. Hamilton.

Be warned the books are about 50% graphic sex/50% fae political scheming with some supernatural mystery mixed in. And unlike the Anita books, while the sex is always there, it hasn't interfered too badly with the plots. Here's hoping it stays that way.

The books in order by A Kiss of Shadows, A Caress of Twilight, Seduced by Moonlight, and A Stroke of Midnight.