Cop in Drag

Delitto al Blue Gay, internationally released as Cop in Drag, is a 1984 Italian "poliziottesco"-comedy film directed by Bruno Corbucci. It is the eleventh and final chapter in the Nico Giraldi film series starred by Tomas Milian.
Plot.
Rome, Italy early 1980s. A guy who worked at the Blue Gay, a transvestite cabaret, is found murdered, strangled. Marshal Nico Giraldi (Tomas Milian) is responsible for investigating, infiltrating in the Roman Gay community.