private detectives and investigators assist individuals, businesses, and attorneys by finding and analyzing information. They connect clues to uncover facts about legal, financial, or personal matters. Private detectives and investigators offer many services, including executive, corporate, and celebrity protection; preemployment verification; and individual background profiles. Some investigate computer crimes, such as identity theft, harassing e-mails, and illegal downloading of copyrighted material. They also provide assistance in criminal and civil liability cases, insurance claims and fraud cases, child custody and protection cases, missing-persons cases, and premarital screening. They are sometimes hired to investigate individuals to prove or disprove infidelity.
Private detectives and investigators may use many methods to determine the facts in a case. Much of their work is done with a computer. For example, they often recover deleted e-mails and documents. They also may perform computer database searches or work with someone who does. Computers allow investigators to quickly obtain huge amounts of information, such as records of a subject's prior arrests, convictions, and civil legal judgments; telephone numbers; information about motor vehicle registrations; records of association and club memberships; social networking site details; and even photographs.
    Duties of private detective:

1. Research
2. Field Work
3. Surveillance
4. Interviews
5. Undercover Work

Source1: http://www.ehow.com/how_4780639_become-private-detective.html
Source2: http://www.bls.gov/oco/ocos157.htm
Source3:http://www.ehow.com/facts_4923671_what-duties-private-investigator.html#ixzz1f4OWWdO3