This is a novel I read around 5 years ago and I think it was fairly new then. Certainly less than ten years old.
The protagonist is a policeman. I think he is a policeman in New York though I wouldn't swear to that. If not New York it was one of the big US cities. When the book starts he has been a policeman for about a decade but he has no memories older than that. This amnesia is a big part of the plot since it's going to turn out that he is a warrior from a fairy world who was moved to Earth to defend a princess, and his memory was wiped to conceal his identity.
At the beginning of the book he and his female partner are called to a reported break in. They split up and his partner goes up the stairwell. His partner is attacked from behind by a man wielding a sword and - this is a scene that has stayed with me - she is decapitated so cleanly that her detached head stays conscious for a second or so and catches a glimpse of her assailant while her head is falling to the floor.
We learn as the plot develops that a child (possibly infant) princess was moved to Earth to protect her - I forget exactly why. The protagonist was also moved to act as a bodyguard, but having amnesia he doesn't realise this at first. Two assassins have come from the fairy world to kill the princess, and it's one of these assassins who decapitates the protagonists partner.
It's at this point that I stopped reading the book so I don't know how the story turns out, though presumably the cop kills the assassins and saves the princess at great personal cost :-)
I'm sure I have this book somewhere in my collection but I've searched and searched without finding it. If anyone can identify it I would be most grateful! It wasn't written by a famous author. I'm fairly sure I had never heard of the author before.