Kolchak the Night Stalker/WMG

The final episode.

 * The only reason they found the tape recorder was because an armed team was scouring the tunnels looking for the cart he was using.

Kolchak is related to Arthur Dales

 * It certainley explains the prediliction to the supernatural for the both of them.

Kolchak's hat is an ancient artifact granting ultimate power.

 * It explains why he never goes out without it, and how he always wins despite being an ordinary human in a world full of demons, aliens, werewolves, etc. who actively goes looking for trouble, is typically unarmed, and has no combat training.

Kolchak is either psychic or some form of monster himself.
Despite being given the barest of clues and never exhibiting great detection skills,Karl Kolchak manages to locate and defeat monsters in a crowded urban area with little or no assistance. These monsters included an alien, a humanoid, and TWO separate vampires. How could this be possible?

Either Kolchak SENSED the presence of these creatures, or he was a creature himself and had an affinity.

Kolchak is responsible for Special Investigations
Who else would cause the police so much trouble that they're forced to create a special division in the department to explain everything away, and so understaffed that it could do little.

The series takes place in the same universe as The Rockford Files
The final episode of Rockford had Jim meet a reporter with the Independent New Service, the same news service Carl works for. One of the writers of the episode was Rudolph Borchert who wrote several episodes of Kolchak. The shows shared more than one creative personnel. David Chase (later of The Sopranos) also worked on both shows. Simon Oakland (who played Kolchak's boss) appeared in a few roles on Rockford.