I recently read the anthology, Sherlock Holmes: The American Years (Minotaur Books, 2010 ), edited by Michael Kurland. It's a collection of stories that speculate about Holme's early years exploring America and learning to pay attention to details, and they incorporate historical characters such as Mark Twain, along with desperadoes and Indians out west. Even Mycroft appears. The stories vary in style and focus. My favorites are Cutting for Sign and The English Senor.