I had trouble finding it, too. After the cut-scene in the church, head out the door close to the alter in order to go to the house. When you are in the house, go through the door in the back of the kitchen to the suspect's gory room. As soon as you enter that room, there is a ladder going down to the catacombs on your left. For more info, follow this guide: http://www.sleeandtopher.com/guide/l-a-noire-the-quarter-moon-murders-case-guide/