I'm looking for a movie I saw years ago.?

It was about a private investigator in the 1940's, or maybe the '50's. But the hook was that they discovered magic overseas during WW2 and things have changed dramatically. The main character was a gifted magic user, but refused to use magic because he got someone killed when he did use magic. The movie was made in the '80's I think, or early '90's. I seem to remember that the name "lovecraft" was attached to it somehow. There was at least three movies in the series.

If anyone has a title or actor name, I'd be happy to hear it.