One place you might not have thought about looking is in a board game. In fact, a 1990s version of Cluedo from UK publisher Waddington's contains some nice plastic investigator figures. It's this one:
Look for the images of the figures in the bottom left-hand part of the box art.
I don't believe this is still in print, but I see it at car boot sales and in charity shops all the time. I'm half-tempted to buy them if they're cheap and just resell the figures. They really are ideal for 1920s gaming.
Now, note: I'm not talking about the Mark-Copplestone-sculpted metal models that came in some fancy version of the game. I believe those are the rather tall models you can still get from Moonraker Miniatures. Someone can correct me if I'm wrong. I haven't seen these in the flesh so I don't know how they scale. There appear to be other editions with figures; again, I don't know if they're in a useful scale.
These ones are plastic models (with tabbed feet and small slotted bases) and they look like this:
Not bad little figures -- I have had a bit of a go at their mould lines but nothing else. You can juuuust see a little discolouration on Miss Scarlet's ankles, and it wouldn't surprise me to find that they are rather fragile. Other than that, plastic quality looks like GW monopose models of the 90s, i.e. OK. Note that the plastic colour is much lighter than the colour on the box cover. I don't know if there's any variation.
How do they fit in with the other models in my Cthulhu collection? Let's have a look:
|Copplestone, Cluedo, Rafm, Cluedo, Reaper, Cluedo|
|Metal Magic/Moonraker, Cluedo, Foundry, Cluedo, Copplestone, Cluedo, Heroclix, Cluedo, Rafm|
Anyway, I hope that's useful.