This man is one of Holmes's more tragic clients. Cubitt is married to an American woman with a mysterious past. He loves his wife and trusts her, despite her mysterious ways. He hires Holmes to help him figure out who is sending him coded messages, which are freaking out his wife. Poor Cubitt is shot and killed by the man who is sending the messages, his wife's old boyfriend. Cubitt's fate distresses Holmes and Watson, and it helps to demonstrate that not even Sherlock Holmes is perfect. Though Holmes always solves the crime, he sometimes arrives too late to stop a tragedy from happening.
Elsie is Hilton's tormented wife. She is scared to confess her shady past to her husband, and her lack of trust in him makes a bad situation worse and partially leads to his death. It's notable that part of the reason for Elsie's fear is her husband's social status; she believed that his family honor and pride were so important that she couldn't bring herself to tell him about her scandalous past. After her ex-boyfriend shoots her husband, Elsie attempts to commit suicide with her husband's gun. She recovers though and in an epilogue Watson tells us that she devoted the rest of her life to charitable works.
Abe is our villain in this story. He's a gangster from Chicago who follows his ex-girlfriend, Elsie, to England and tries to win her back. He proceeds to stalk her and sends her encoded messages that get increasingly threatening. Abe definitely has a temper, but he also genuinely seems to love Elsie. He is shocked and upset when he learns that Elsie tried to kill herself, and he confesses to shooting her husband in order to clear Elsie of suspicion for murder.
This is one of the few non-London police officers that we meet in these stories. Martin helps us to realize how famous Holmes is getting since Martin is a total Holmes fanboy. He knows all about the famous detective and is excited to be working with him. He also bows to Holmes's expertise and lets him take the lead on the case, even though Holmes is technically operating in Martin's jurisdiction.
This man is Elsie's father and is a Chicago gangster. He is the head of the gang to which Abe Slaney, Elsie's ex-boyfriend, belongs. Elsie grew tired of their criminal lifestyle and ran off to England. Patrick is also notable for inventing the "dancing men" code that Abe uses in his notes to Elsie.
This is the man with whom Watson sometimes plays billiards. Thurston wanted Watson to invest in some property in South Africa with him, but Watson said no. Thurston is notable because he's part of a scene where Holmes dazzles Watson with one of his out-of-the-blue observations, which still manage to dazzle Watson even though Holmes does stuff like that all the time.
Parker is the vicar of Hilton Cubitt's parish. Saunders and Mrs. King are members of his household staff. The mention of these characters helps to give us a portrait of Hilton Cubitt's country-estate lifestyle.