City of Bones by Cassandra Clare (book 1)

When fifteen-year-old Clary Fray heads out to the Pandemonium Club in New York City, she hardly expects to witness a murder -- much less a murder committed by three teenagers covered with strange tattoos and brandishing bizarre weapons. Then the body disappears into thin air. It's hard to call the police when the murderers are invisible to everyone else and when there is nothing -- not even a smear of blood -- to show that a boy has died. Or was he a boy?