I think it was in the 2000s, and the main lead is a strong woman who looks a bit like Lucy Lawless.
She, I seem to remember, had lived a long time and was good friends with Nikola Tesla, who dropped in from time to time. One of the characters is a guy who can change into a wolf, but he is deeply troubled by it.
The series revolves around a location, like a warehouse, that stores artifacts (not Warehouse 13) and so on.