There are several involved investigations that you can conduct, once they become unlocked at various points as you work through the standard campaign. There are in-game rewards and achievements/trophies available as you complete them, plus you'll gain valuable XP.

Points that relate to the various investigation types are revealed on the map as icons, as you unlock 13 different ctOS towers. It's a good idea to start with that activity before you hunker down and try to investigate things, as the map icons can save you a lot of time you would otherwise spend searching. For more information on the towers, see that section of this guide, under "Collectibles" in the Table of Contents.
NEXT: Human Traffic