When I was in highschool I read a book of short stories, I think it was either a sci-fi anthology. Or maybe detective stories and this just happened to have a scifi twist?
All I remember is the main character is following a tall person in a long coat with a hat on. They finally get to the 'person' and under the coat and hat is a creature that is definitely not human. The detective asks how this creature has been on earth so long and it's not on the news or anything, no one even seems to know and the creature says that they hide in plain sight and she (I think it was female actually) is not the only alien creature on the planet.
It ends with the detective as part of a group, maybe at a crime scene, and he looks out the window and the last line goes something like this (and this has haunted me for 20 years. Think of all the books I've read and life since then, and this I still remember).
I looked out the window in time to see the chimney on the roof next door get up and scurry away.
So, I guess what I'm asking is, do you know the story I am talking about?