Happy!, on Syfy
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This is based on a comic book miniseries of the same name (which I haven't read). It takes place around Christmas. A former cop and current hitman named Nick Sax (Christopher Meloni) kills some mobsters, one of whom whispers a secret password to him before dying. Nick himself has no interest in this, but everyone in the city's underworld wants to obtain the password. The main person who's after it is a mob boss called Mr. Blue, who is apparently the only person who even knows what the password is for. So he wants to get his hands on Nick and torture the password out of him, while his enemies want to kill Nick before he can give up the password, which would, somehow, make Blue untouchable if he obtained it. Meanwhile, a little girl named Hailey Hansen is kidnapped by someone dressed as Santa Claus. Then, Nick gets visited by a little, blue, flying CGI unicorn named Happy (voiced by Patton Oswalt), who is Hailey's imaginary friend. Only Nick can see and hear him, which is apparently because of something that is revealed at the end of the first episode, which I won't spoil. But Happy wants Nick to find and rescue Hailey, which he doesn't have much interest in doing. He really is pretty pathetic in a lot of ways... but he is also a major badass. Meanwhile, Blue is forcing a police detective named Meredith McCarthy to look for Nick. This is complicated, because Meredith once had an affair with Nick, which ended his marriage and I guess led to the end of his career as a cop.
And that's all I can say for now, except that the show is pretty dark and incredibly violent... but also amusing and a bit surreal. Unfortunately, I only got a chance to see three episodes. I don't get Syfy, but I was able to watch those episodes on Syfy.com, but I wasn't able to watch any after the first three. Also I should say that when I started watching, I was under the impression it was just going to be a four-episode limited series, airing entirely in December 2017. But then I learned there were going to be at least four more episodes, in January 2018. And later there was a second season.