There are more pastiches of Sherlock Holmes than there are original stories, and many of them have some value for Shadows in the Fog. We'll just list a few of the more interesting for this purpose, and let you make your own decisions about the rest. A word of advice: avoid any pastiche that makes Irene Adler a major character. For some reason everyone seems to think that Holmes' reference to Adler as the woman is a sign of love or something. I think they're very, very wrong. To my mind, Irene Adler is a perpetual reminder to Holmes of his tendency to underestimate people, especially women, and to overestimate his own genius. I don't see how that translates into love, and I despise novelists who want to make Holmes a romantic. Doesn't anyone remember his snide remarks to Watson about his marriage to Mary Morstan, in The Sign of the Four? Really, I cannot congratulate you, he says. 'Nuff said.
For a truly enormous list of pastiches, look at School and Holmes, and the two links from that page to short stories and children's books. The compiler has indexed more than a thousand pastiches. Like many eminent Sherlockians (or Holmesians), this person is clearly quite mad.
Listed here are a few pastiches I have read and found potentially useful. If you want to add something, please email me and tell me why, or add it to the SherlockHolmes wiki page.
Boyer, Richard L. The Giant Rat of Sumatra. New York: HarperCollins, 1987.
One of the best pastiches ever, telling the tale for which the world is not yet prepared. Unfortunately most of the action takes place outside London, but some of the early stuff is useful.
Well-done Holmes pastiche about the Ripper, although it is unfortunately not written from Watson's perspective. The solution is not what you think it is.
Lamb, Hugh. Terror By Gaslight. Taplinger, 1976.
Mostly pretty mediocre, but the first story, by Neil Gaiman, is worth the price of admission. Basically Lovecraft meets Holmes. Some of the stories that are actually about Holmes, and why are so many only about Watson, eh? Aren't bad at all, but a fair number are dreck.
Reasonably clever account of Holmes' meeting with Sigmund Freud. The movie was pretty good, except for the amazingly silly casting of Robert Duvall as Watson.
Okay, but not great. Useful for portraits of West End artists.
Queen, Ellery. A Study in Terror. Several editions; the only one in print seems to be this large-print edition.
Solid work, but in no sense historical. There's some clever flicking back and forth between Watson's narrative and Queen's, and the latter figures out that there is a deeper mystery than the former realized.
Set rather later, in the 'teens, this is a pastiche of Holmes meets Fu Manchu. It is excellent, which is almost certainly why it's hard to find, if I can be bitchy here. Van Ash also wrote The Fires of Fu Manchu, but it's set in Egypt in the 1920s and not particularly helpful for our purposes.