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Look into available jobs, such as criminal investigator, with the US Immigrations and Custom Unit and Homeland Security Investigations departments.
You could look into private security and federal contracting positions.
Outside of moving into the private security arena (my specialty) it depends solely on what your training up to now entails.
The option to go federal is open if you're under 35 and have an udergraduate degree. Assuming you meet those requirements, you could check with your state branch of the FBI or US Marshalls and see what they have available. Your chances of getting accepted to any of the federal branches of law enforcement and investigation depend greatly on how well you can market your abilities. If you speak another high demand language fluently, use it. Federal agencies like Russian, Arabic, and Mandarin Chinese. Although Spanish used to be one of these, it's nearly a requirement these days to be successful in law enforcement of any level. Theses jobs are very competitive and the more education you already have, the better. Military experience could also rocket you to the top of their stack of applications.
Speaking of military, the MP's want you! If you haven't already signed up to serve your country now might be the time. Again, your amount of education (or your score on the ASVAB) determines which branch and what position is right for you.The military is a good way to spend your time searching for a career productively.
If you're more of a cowboy type, bounty hunting might be for you. The skills you learned at the Police Academy are invaluable to the finding and obtaining of criminals who have skipped bail.
There's also privite investigation, which may require a special license depending on your state. If you're looking to get off the beat and behind a desk you could consider turning your working knowledge of the laws you enforce into a career as a paralegal or lawyer's assistant. I can imagine that you would be quite the asset to a cirminal lawyer.
and finally if you want to keep your police job, consider moonlighting for a private security company such as Securitas or a hospital near you. It's a fun way to use your unique skills in a new way as well as make a little extra money. As a police officer many companies will start you off at a higher rank and allow you to carry your weapon, which too many places do not allow their regular officers to do.
The possibilities are endless! I hoppe I helped you jump start your search. Good luck!