In spite of the fact that we associate Holmes so strongly with London, the Holmes novel A Study in Scarlet was actually much more popular in the United States than it was in England. In fact, it's thanks to Philadelphia magazine publisher Joseph Marshall Stoddart that we have The Sign of Four: he's the one who commissioned the book in Lippincott's Monthly Magazine. (Source)
The profound illness of Sir Arthur Conan Doyle's wife Louisa in the late 1890s, followed by the death of his father, gave Conan Doyle a real interest in Spiritualism. In other words, he believed in ghosts and also, famously, fairies. He was specifically interested in the so-called "Cottingley Fairies" – a series of photographs representing several young girls posing next to some rather unlikely looking fairies (source). Conan Doyle actually wrote a book, The Coming of the Fairies, pronouncing these photographs the real thing (which they obviously are not). But it's interesting to think of Conan Doyle's faith in photography, in light of his fascination with modern technology in the Holmes stories – coincidence? We think not!
Leaving behind the fairies, Conan Doyle also used his literary talents as a sort of war correspondent. He wrote a massive book, The Great Boer War, after volunteering as a military doctor for the British forces in 1900 in South Africa. The book both reports on the events of the war and provides analysis of British troop movements and strategies.
Despite the fact that "A Scandal in Bohemia" is pretty clear on the fact that Holmes doesn't go for women or relationships so much, there's a famous theory to the contrary. The idea is that, when Holmes found it convenient to fake his own death for a while after defeating his enemy, Dr. Moriarity, he shacked up with Irene Adler. The story goes that the two of them had a child, Nero Wolfe, the famous detective hero created by Rex Stout. This, however, is definitely not part of the Sherlockian canon.
Sir Arthur Conan Doyle: writer, doctor… film star? The guy was versatile: he appeared in a 1925 film of his own novel, The Lost World, the story of Professor Challenger's travels to a remote plateau in South America, where he finds a hidden group of dinosaurs. It sounds like King Kong meets Up.