From wikipedia:
The traditional canon consists of the four novels and fifty-six short stories collected.
Novels:
1. A Study in Scarlet
2. The Sign of the Four
3. The Hound of the Baskervilles
4. The Valley of Fear
Short stories:
The fifty-six short stories are collected in five books:
1. The Adventures of Sherlock Holmes
2. The Memoirs of Sherlock Holmes
3. The Return of Sherlock Holmes
4. His Last Bow
5. The Case-Book of Sherlock Holmes
The Adventures of Sherlock Holmes:
1. “A Scandal in Bohemia”
2. “The Adventure of the Red-Headed League”
3. “A Case of Identity”
4. “The Boscombe Valley Mystery”
5. “The Five Orange Pips”
6. “The Man with the Twisted Lip”
7. “The Adventure of the Blue Carbuncle”
8. “The Adventure of the Speckled Band”
9. “The Adventure of the Engineer’s Thumb”
10. “The Adventure of the Noble Bachelor”
11. “The Adventure of the Beryl Coronet”
12. “The Adventure of the Copper Beeches”
The Memoirs of Sherlock Holmes:
1. “Silver Blaze”
2. “The Adventure of the Cardboard Box” (this story is included as part of His Last Bow in American editions of the canon)
3. “The Adventure of the Yellow Face”
4. “The Adventure of the Stockbroker’s Clerk”
5. “The Adventure of the Gloria Scott” (Holmes’s first case, described to Watson)
6. “The Adventure of the Musgrave Ritual” (another early case, told by Holmes to Watson)
7. “The Adventure of the Reigate Squire”
8. “The Adventure of the Crooked Man”
9. “The Adventure of the Resident Patient”
10. “The Adventure of the Greek Interpreter” (Mycroft appears for the first time)
11. “The Adventure of the Naval Treaty”
12. “The Final Problem” (Watson reports the death of Holmes)
The Return of Sherlock Holmes:
1. “The Adventure of the Empty House”
2. “The Adventure of the Norwood Builder”
3. “The Adventure of the Dancing Men”
4. “The Adventure of the Solitary Cyclist”
5. “The Adventure of the Priory School”
6. “The Adventure of Black Peter”
7. “The Adventure of Charles Augustus Milverton”
8. “The Adventure of the Six Napoleons”
9. “The Adventure of the Three Students”
10. “The Adventure of the Golden Pince-Nez”
11. “The Adventure of the Missing Three-Quarter”
12. “The Adventure of the Abbey Grange”
13. “The Adventure of the Second Stain”
His Last Bow:
1. “The Adventure of Wisteria Lodge” (originally published simply as “A Reminiscence of Mr Sherlock Holmes,” this story is made up of two parts given separate titles: “The Singular Experience of Mr. John Scott Eccles” and “The Tiger of San Pedro”)
2. “The Adventure of the Red Circle”
3. “The Adventure of the Bruce-Partington Plans” (Mycroft appears)
4. “The Adventure of the Dying Detective”
5. “The Disappearance of Lady Frances Carfax”
6. “The Adventure of the Devil’s Foot”
7. “His Last Bow” (told in third-person)
The Case-Book of Sherlock Holmes:
1. “The Adventure of the Mazarin Stone” (told in third-person)
2. “The Problem of Thor Bridge”
3. “The Adventure of the Creeping Man”
4. “The Adventure of the Sussex Vampire”
5. “The Adventure of the Three Garridebs”
6. “The Adventure of the Illustrious Client”
7. “The Adventure of the Three Gables”
8. “The Adventure of the Blanched Soldier” (narrated by Holmes; Watson does not appear)
9. “The Adventure of the Lion’s Mane” (narrated by Holmes; Watson does not appear)
10. “The Adventure of the Retired Colourman”
11. “The Adventure of the Veiled Lodger”
12. “The Adventure of Shoscombe Old Place”


