"The Sign of Four" - I love Holmes sarcastic responses to police inspector Athelney Jones (who is totally oblivious to the sarcasm). Example:

Athelney Jones: "... What do you think of this, Holmes? Sholto was, on his own confession, with his brother last night. The brother died in a fit, on which Sholto walked off with the treasure. How’s that?”

Sherlock Holmes: “On which the dead man very considerately got up and locked the door on the inside.”