Midnight Nation

Midnight Nation is a religious-themed twelve-issue American comic book limited series, created by J. Michael Straczynski (he of Babylon 5 fame) and published from 2000 to 2002 by Top Cow Productions under their now defunct Joe's Comics imprint. It is about a man who is killed, in a sense, and is on a journey to save his soul.

Detective David Grey is a dedicated, workaholic member of the LAPD. He's often successful too, in part because of the fact that he has practically nothing else in his life besides police work, in part because he's one of the few members of the force that actually cares about what's going on, even if the victim he is investigating is black, a drug dealer, or whatever. On his latest case he gets some mysterious hints that the case is more than it appears to be, and that the victim, Toby, was killed by some mystery faction that spooks even the veteran street criminals.

Within hours the informant has been brutally murdered, leaving only his initial hints to go on. From those hints David manages to track down Arlan Jaeker, a career criminal, and takes a police unit to arrest him. He finds Jaeker surrounded by the demonic, bloodthirsty entities known as the Walkers, who literally tear the police unit with David apart. David manages to shoot Jaeker, but is helpless against the Walkers themselves. Then the leader of the Walkers does something to David, and he begins to pass out...

... then wakes up in a strange limbo world, where he can see people as ghostly figures, but they cannot see him and pass right through him. At first, the only person he finds that can see him is a tall, strange woman who calls herself Laurel, who says she will be his guide, either until the Walkers find him and kill him, or until he turns into one of them, in which case Laurel will kill him. David soon finds that the only things he can interact with successfully are things which have been lost, abandoned, broken, or thrown away, and similarly the only people who can talk to or see him are the same way.

Eventually, Laurel tells David that his soul was taken by the leader of the Walkers, and at most David has less than a year before the loss of it turns him into one of the Walkers. So with Laurel leading the way, David sets out on a cross-America trip to New York to reclaim his soul while slowly learning more about the Walkers, (and fighting them at every step) lost things and people, and the nature of the Balance Between Good and Evil in this universe. Not everything is as simple as it seems, however, and reclaiming his soul will be more complicated than simply walking to New York and taking it back.

Tropes used in Midnight Nation include:

Affably Evil: Satan
Exclusively Evil: The Walkers, who are also Chaotic Evil period. Justified, as Satan intentionally turned them into that in order to bring down creation. Those that don't remain Chaotic Evil get torn apart by the rest.
Bald Black Leader Guy: Arthur, leader of some of the Lost People, and one of the few Lost People we meet who did not wind up that way through his own actions, apathy, or unwillingness to change.
Big Applesauce: Apparently the place where guys that steal souls hang out. Although David's first guess was that it would be Washington D.C, which Laurel responded was too obvious.
Came Back Wrong: Lazarus. Yes, the Lazarus. And there is at least some implication that this helped to either create or expand the limbo David finds himself in.
The Corruption: What is happening to David. The longer he goes without his soul, the more the Walker markings expand on his body.
Creator Breakdown: JMS writes in the afterward that it was a breakdown in the 70s that give him the idea of there being different worlds that live right besides each other: while out on long walks, he couldn't help comparing the way a city would look during the daytime and the people that would populate it versus the much seedier side, (in the same location) at night.
Dark and Troubled Past: Most of the Lost People seem to have either this, or some version of Break the Cutie or Broken Bird. Of course, there's also a strong implication that for nearly all of them that tell their story, (aside from Arthur) that they could have made different choices and changed their lives but didn't.
Deadpan Snarker: David and Laurel take turns snarking at each other.

David: Nobody likes a smartass
Laurel: Really.
David: Yes.
Laurel: Then you must lead a terribly lonely life.

Determinator: David's schtick.
Didn't See That Coming: Satan is not the best judge of character.
Drunk on the Dark Side: David, briefly, after Satan's Mind Rape.
Eye Scream: The only part of the murdered informant that can't be found are his eyes.
Flying Dutchman: Lazarus finds himself wandering without a purpose after being resurrected by Jesus, who told him to await his return... just before heading off to the Last Supper. Two thousand years later, Lazarus is still waiting.
Future Me Scares Me: David is disgusted by the choice his future-self made to survive. Turns out things are a bit misleading.
Good Eyes, Evil Eyes: Most of the good guys have Blue Eyes. Bad guys get very evil eyes, for example instead of having whites, the Walkers have a gold background and Black Eyes, while Satan has Black Eyes of Evil.
Heroic Sacrifice: David. But not the way you expect.
Humans Are the Real Monsters: At one point David tries to blame the Walkers for everything that is wrong with human life. Laurel calmly replies that no, all they do is speed the process up.
Hurricane of Puns: David is horrified to realize that the murdered informant's body parts have been scattered all over his house in order to create this. For example, an arm stuck on a chair, (armchair) a head stuck in the refrigerator (head cold) etc.
I Am a Humanitarian: The Walkers. Children are the most nutritious for them.
Jerkass God: Satan accuses God of being this, for having deliberately created a flawed universe while allowing no one to question it. He also implies that God's is fallible and limited. Also, he believes God sends Laurel to escort the people who have lost their souls in order to torment him, as he and Laurel were once lovers.
Mark of the Beast: Although more like The Corruption, but the marks on David's body could also be considered this.
Meaningful Name: The one who will tip the balance between good and evil is named Grey. What could that signify?
- For that matter, David, while certainly a common name, could be meant to evoke the Biblical King David.
Mercy Kill: Laurel offers this to David.
Mind Rape: For one second, Satan allows David to feel all the misery on the world. It temporarily drives David insane and nearly turns him into a Walker.
Our Angels Are Different: And named Laurel. The one protecting Lazarus is rather traditional, from what we see. (A white robe, and a hand gripping a flaming sword).
Our Souls Are Different: Losing them gets you Trapped in Another World. Getting it back makes you paradoxically, The Soulless.
Place Worse Than Death: New York City, apparently. At least due to the influence of Satan and the Walkers. At some points it looks suspiciously like Fire and Brimstone Hell.
Rage Against the Heavens: What Satan is doing because of the injustice of creation, and the needlessness of suffering.
Running Gag: Someone will say Jesus in response to something and Lazarus will respond "Where?"
The Sadistic Choice: David's choice comes down to reclaiming his soul (but becoming part of the Walkers in doing so) or giving it up, letting Laurel have it so she can live a mortal life, (but David will, they think, remain in limbo forever). Ultimately, the story isn't about the choice between good and evil, but between self-sacrifice or sacrificing another for your own sake.
Satan Is Good: Sort of. Here, he's pretty much the first Well-Intentioned Extremist crossed with Woobie, Destroyer of Worlds, seeking to undo creation in order to end needless human suffering, and because God has refused to allow any criticism of it.
The Soulless: Walkers.
Walking the Earth
Was Once a Man: The Walkers. Every one of them was once someone whose soul Satan took.
Will Not Tell a Lie: Satan may mislead, but he never tells a lie, and keeps his word.