This story is from The Reminiscences of Sherlock Holmes (His Last Bow) collection.
Further adventures by the master of observation and deduction, as faithfully recounted by his companion and greatest admirer, Dr Watson. "The Adventure of the Bruce-Partington Plans," "The Disappearance of Lady Frances Carfax", and "The Adventure of the Dying Detective" are among the stories. David Timson's award-winning performances continue with this series.