I just finished The Victorian Underworld by Donald Thomas.

Thomas synthesizes a lot of first hand researchs from sources like Henry Mayhew into a very interesting account of the seedy parts of the Victorian world, from crime and poverty among the costermongers (street vendors), to the ever present prostitution and sophisticated forgers and pornographers.

He gives a lot of good anecodtes, most drawn directly from sources like Mayhew. I'll have to track down one of Mayhew's works to see how much Thomas adds to it, or if the source is better.