Seeing as how this topic was already bumped...
I know of multiple games this could be describing already, but Murdered: Soul Suspect (which Blakey named) isn't one of them. Although, in fairness I never finished that game and both of the other games I've played with this plot didn't reveal it until the end.
I meant it in more of a "who stole the cookies from the cookie jar" thing except it would have more severe crimes like murder and tax evasion.
I played a game recently where the person investigating 5 murders committed all 5 murders... although, to be fair, he didn't realize he was doing it (yay curses?).