And I'm in it. *g* (as a link used to get Holmes to Godzilla). So are Illya and Napoleon, The Lone Gunmen, and just about the whole fictional world:
In Jeff Rice's The Night Stalker, Carl Kolchak includes, in the bibliography of his write-up of a case, Holmes' book, The Whole Art of Detection. In Mark Dawidziak's "Interview with a Vampire" Kolchack travels to Collinsport, Maine, where he meets Barnabas Collins. So Holmes exists in the same universe as Dark Shadows.