There is only one Sherlock Holmes story that takes place at Christmas: "The Blue Carbuncle," which took place on "the second morning after Christmas."
In his Gas-Lamp for the 1959 Baker Street Journal Christmas Annual, editor Edgar W. Smith, BSI ("The Hound of the Baskervilles") entertained the idea of what was happening at Baker Street on Christmas Day. And that seemed like a Trifle.
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