I was a child when I watced the movie.
There was a detective with long hair, he was always wearing a hat and a topcoat.
He was after a criminal. These parts were cliché and I don't expect you to find the movie with this information :) I don't want to route you wrong but I think the movie was from the late 80's or beginning of 90's. At least I watched it those days :) I only wait you to remember the movie with its ending. At the end, detective realized that the criminal changed his gender to female, and he caught her. Maybe I remember something wrong but I remember that I watched that movie with big interest. I'll be glad if somebody remembers its name.
Sorry about my English, thank you for your interest.

I'm kind of thinking 'Ace Ventura, Pet Detective', but maybe not, worth a try though...

I'm kinda thinking 'Ace Ventura, Pet Detective', but maybe not, worth a try though........

No, it wasn't. But thanks for trying :)

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There was a series called "Columbo"

No, it was a movie, not a TV serie. The detective had long hair and beard, as I remember.