From Wikipedia:
Lieutenant "Mac" MacReynolds: A doughnut-munching
Office of Naval Intelligence (ONI) lieutenant (played by
Jeff MacKay), killed by a car bomb planted by "Ivan", a Russian KGB officer. Mac returns as a ghost for three episodes ("Mac's Back", "Limbo" and "Infinity and Jelly Doughnuts") and later as a look-alike character.
From magnum-mania.com about the episode Murder by Night, basically a Sam Spade-type story:
Set in San Francisco 1941, this is the third episode to feature extended fantasy
dream sequences, following "
Flashback" (3.7) and "
A.A.P.I." (7.5). This episode is styled after "classic period" American
film noir (1940s-1950s), but also uses several
Agatha Christie-style plot devices, including the twist ending with all of the suspects in one room as the "detective" unravels the murder mystery. The opening and closing credits are made to look like a 1940s-era movie, complete with
dramatic music and "old Hollywood" lettering. The soundstage sets for the main house and guesthouse of
Robin's Nest have also been completely re-done in a 1940s decorating style.
Diagnosis Murder had a full-on vampire story, the Bela Lugosi Blues, that it didn't explain away as a dream sequence or hallucination and quite a few other mainstream detective shows have flirted with Fortean themes. CSI New York even featured a time machine in one of its episodes: Time's Up.