Manga
General info
The anime is based on a manga series by Kinoshita Sakura. Currently, there are two Loki manga series out. The first is titled "Matantei Loki" and runs for 7 volumes published by Gangan Comics. The second is titled "Matantei Loki RAGNAROK" and is currently 3 volumes published by ENIX. Both have the same characters. I'm not sure whether the second series is a continuation or AU. The titles are not the only difference. The art is also very different. The art of the later series is more similar to the art seen on the anime as opposed to the first. Kinoshita Sakura-sensei also released 3 Matantei Loki RAGNAROK artbook titled "The Comedy of Errors", "Much Ado About Nothing", and "The Passionate Pilgrim" which features art from both manga series.
The following are the ISBN numbers for the second Loki series. There are currently 3 tankubons released and they're 552 yen each. If you get them imported and buy them at a store in the US, they'll be around $8.
Volume 1: ISBN4-901926-16-0
Volume 2: ISBN4-901926-39-X
Volume 3: ISBN4-901926-80-2