"A Scandal in Belgravia", written by Steven Moffat and directed by Paul McGuigan, was first broadcast on 1 January 2012. Loosely based on "A Scandal in Bohemia", the episode depicts Holmes's quest to retrieve compromising photos of a minor royal held on the camera phone of Irene Adler (Lara Pulver), a ruthless and brilliant dominatrix who also trades in classified information extracted from her rich and powerful clients.

Mark Gatiss wrote "The Hounds of Baskerville", which investigates the strange activities at a military base. Aware that The Hound of the Baskervilles, first published in 1902, was one of the most famous of Conan Doyle's original stories, Gatiss felt a greater responsibility to include familiar elements of the story than he does when adapting the lesser-known stories.[55][56] Russell Tovey appeared as Henry Knight, a man whose father was ripped apart by a gigantic hound on Dartmoor twenty years earlier. Directed by McGuigan, the episode was first broadcast on 8 January 2012.

The second series concluded with "The Reichenbach Fall". Steve Thompson wrote the episode, which was directed by Toby Haynes, who had previously directed many of Moffat's Doctor Who episodes. First broadcast on 15 January 2012, the episode follows Moriarty's plot to discredit and kill Sherlock Holmes, concluding with Holmes faking his suicide as Watson looked on.[58] It was based upon Conan Doyle's story "The Final Problem", in which Sherlock and Moriarty are presumed to have fallen to their deaths from the Reichenbach Falls in Switzerland. Moffat felt that he and co-creator Gatiss had outdone Conan Doyle in their version of Holmes' fall and Moffat added that, in that much-discussed sequence, there was still "a clue everybody's missed."