I've just been reading "The Night Watch" by Sergei Lukyanenko, it the first part of a tetralogy about two supernatural groups and involves vampires, mages, witches, etc but it's all based in modern day Moscow.
Night Watch (Russian novel) - Wikipedia, the free encyclopedia
Well worth reading if you're into that sort of thing. Just about to start on the second "The Day Watch".
For those interested there's two films loosely based on the first two/three books which are worth watching but apparently they miss a lot of the stuff from the second book and end it prematurely, despite there being a further two books to come!