Manhattan Is My Beat by Jeffery Deaver

Five feet two inches of slick repartee, near-purple hair, and poetic imagination, twenty-year-old Rune hasn't been in Manhattan for very long. But she's crafty enough to have found a squatter's paradise in an empty TriBeCa loft, and a video store job that feeds her passion for old movies. It's a passion she shares with her favorite customer, Mr. Kelly, a lonely old man who rents the same video over and over. The flick is a Noir classic based on a real-life unsolved bank heist and a million missing dollars. It's called Manhattan Is My Beat. That's the tape Rune is picking up from Mr. Kelly's shabby apartment when she finds him shot to death.