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Disclaimer: I apologize for any mistake, convoluted sentence structure and other assorted "bugs" in the following text. English is not my first language, and this is the best I can do...

While we are at it, I understand that this game has been out of print for years. It is universally recognized as a very good game, though, and has some really unique ideas, so I think it deserves a review in this forum.

Introduction

Sherlock Holmes Consulting Detective is a boardgame in which the players compete against Sherlock Holmes himself, and with each other, to solve Victorian-era misteries.
In the most general sense, the main game mechanic resembles the one used in the solo adventure gamebooks: you choose what your next action will be, and consult the appropriate paragraph to discover what happens. As you may already imagine, the replay value of this game is practically nil, but it has a lot of twists which make it a real gem in its genre; this game is truly unique, with a lot of role playing elements and a far cry from "mistery-related" games like Cluedo.
In this game the players take the role of grown-up members of the Baker Street Irregulars (i.e. Sherlock Holmes helpers) and try to solve various crimes without any help from the Master Detective.

Components

The basic game (see the "Game Line" section to better understand what I mean with this) is composed by the following elements:

An 8 pages rule book

The game rules per se are quite simple. I'll detail them in the "How it Works" section.

A 24" by 28" map of Victorian London

The map covers the central part of the city (at the four corners, starting from the upper left and moving clockwise you will find Regent's Park, Liverpool Sation, Elephant & Castle Theatre and The Royal Military Asylum).
The map is divided in zones, and most of the buildings are identified by a code number.

A 20 pages London Directory

A listing of private apartments, shops and places of interest. An entry may read:
Cadbury Bros ........... 76SE
It is under the "Cocoa Manufacturers" sublisting. This means that in the SE zone of the map, this firm is placed in the building identified by number 76.

A 46 pages Case Book

This is divided in two sections: one for the case descriptions (the game offers 10 cases) and the other for the answers detailing the solution. Both the case descriptions and their solutions are written up in the style of the original Holmes stories.

An 8 pages Quiz Book

In order to solve a case you must be able to answer a series of questions regarding the case itself. Score is based on how much of these you got right. An example of a quiz could be "Who was the killer's accomplice"? Some extra points gan be gained by bonus questions regardins either Holmes canon or minor facts in a given case, but the main gain comes by actually solving the main crime.

124 pages Clue Book

Here are the actual "numbered paragraphs" which offers the clues (and red-herrings, obviously) for the ten cases. The book is divided in ten sections. Each one offers a paragraph keyed to a given place on the map. If the 4th case, for example, requires the players to visit the aforementioned Cocoa manufacturers, in the 4th section of this book you will find an entry labelled "76SE" detailing what happens there. So in most cases you should find the actual address using the directory, then check the paragraph using the "address" of the place you have found.

32 pages Newspaper Archive

This is the most original element of the game. It consists of a collection of fictional issues of "The Times" (three pages for each day). The various items (letters, articles, adverts and so on) offers hints and informations which may be useful for the cases (each case starts on a given date, and the issue for the specified day and the ones before it are considered as potentially relevant for the case). The various elements are interwined, so the places and people cited in the newspaper must be located on the map and/or in the directory if you want to investigate them.

The physical quality of the components depends on the edition you get (see below). Anyway, considering that there is no "board" in the conventional sense, no pawns or specific pieces and that most of the stuff will be used only once, the various parts are more than adequate even in the older editions.

How it works

As already said, the aim of the game is to solve a given case. The game may be played in three different ways: solo, as a team or in competition with other players (a maximum of six, according to the box). Any given game goes more or less as follows: players read a brief description of the case. From then on they can consult the newspapers and the directory as many times as they want, but they must note each location they visit. When someone believes to have cracked the problem, s/he reads the quiz book, scoring a certain number of points for each correct answer. Each different location you have visited is deduced by your final score, so the objective is to solve the crime with the minimum possible number of distinct steps.
As already explained, most of things the you may discover are keyed to a given location (for example, the crime site, or the home of a witness, but also a set of pre-fixed places, like the coroner's office or the British Museum, where various experts will give you their opinion on the problem).
In most cases reading a location means that you (or your team) has decided to pay a visit to a given site, so there is no railroad effect like in most solo gamebooks. Even if this may seem a limit the author(s) have been able to create a good number of twists on it and in most cases the result seems quite natural and appropriate.

The good

I've completed the ten cases, and almost always got a more or less correct idea of what happened (I played it in cooperative mode with another player). The game solutions include how many steps were required by the real Sherlock Holmes to solve the same mistery, and obviously our score was much lower than his...
The game plays really well, and the author(s) played the format to the hilt. Every single game component plays a part in at least one case. The map may prove invaluable to recreate a criminal path after the deed, or to check if the distance between the suspect's home and the crime site could be covered in a given period of time. The magazines offer plenty of hints (and red herrings) for each case, as do the various paragraph. Everything is extremely faithful to the historical period, and the various characters show a lot of flavour and personality. I'm not an Holmes fanatic, but I spotted lots of interesting details and pointers to classical Holmes stuff.
The best thing is probably that the various cases are pretty logical and consistent, so even if you don't crack them the actual solution will not sound forced. And remember that they are actual misteries, not "puzzles". Even in the limited format provided by what is practically a solo adventure the author crams a lot of ideas, and there are plenty of different ways to arrive to the right conclusion.

The bad

Barring amnesia, the game has absolutely zero replay value. This is the largest problem. The publishers were aware of this, and tried to mitigate the problem by issuing more cases (see the Game Line section for more details on this).
Even if you have played all the cases you can salvage a lot of stuff by converting some of the misteries to Victorian era RPG adventures, so for a roleplayer the game could offer some extra value for the money.

Game Line

As already explained, the unique format of this game is both is major asset and its worst flaw. The cases are really fascinating, but their quality needs a lot of resources, both in terms of components and in creative input by the author. The net result is that with the basic box, for example, you will be able to play exactly ten times.
The game is now out of print (I obtained my copy trough eBay), but before going out of business the publishers produced at least two supplements, adding more cases and extra stuff. On top of this, the game was later produced by Chessex, using better materials for the various components. Some of this stuff is still available from eBay or directly from specialized stores, but beware the hodgepodge of different editions. I have (what I believe to be) a complete collection, but some of the stuff is from the original publisher (or printed in Canada under license) and requires the basic game to be playable, while the Chessex boxes are usually stand-alone (you get a copy of the map and directory in every box).
Anyway, here is the list:

Volume 2: The Mansion Murders

Ten extra misteries, uses the main map from the basic game, plus a detailed map of a Victorian estate (with two floors). Some of the cases took place in a posh house, and the included maps had sligtly different floorplans according to the case.

Volume 3: The Queen's Park Affair

A single, extra-long mistery. Includes a new map detailing the area around Queen's Park, more newspapers and some "player's handouts" like a fake letter to Sherlock Holmes and a ticket for a cricket match.
The first edition of this supplement did not include a solution for the mistery: you were supposed to write down your solution and send it to the publishers (Sleuth Publications) for a chance to win a cash prize if you got it right (and in case of a tie, the one with the better Holmesian style would get the money).
The contest was held in 1985, by the way.

West End Adventures

My copy is from Chessex, and so is playable as-is. Six new cases.

Adventures By Gaslight

I own an original Sleuth edition. Here the action moves to Paris, so a map of the city is included, along with the directory and fake Figaro newspapers. Again, an extra-long case which must be solved within the five-days of game-time limit (as for volume 3).

On top of this, Sleuth Publications adapted the format to an hard-boiled detective game titled Gumshoe, which takes place in San Francisco and offers a lot of nifty components (fingerprints files, coroner's reports, directory, newspape, map and a lot more).
Some cases of the Sherlock Holmes boardgame were used for a computer based game: produced by Icom Simulations Inc, the game play is similar, but you move through a VGA London and occasionally get some Soundblaster rendition of "The game is Afoot" or other Holmes quotes.

In the end...

The game is probably the best attempt to have players solve real misteries.
If you would like to be an "armchair detective" and/or are interested in Sherlockiana or Victorian era gaming you should track down a copy. Unfortunately this gem can be played just once.