The new Guy Ritchie Sherlock Holmes has elements of supernatural mystery that are reminiscent of Neil Gaiman's short story "A Study in Emerald" from the collection Fragile Things. That story is simply described as "Sherlock Holmes meets the world of H. P. Lovecraft".
This is one of the few of Gaiman's short stories I actually like. His longer books are good, one of my favorites is Neverwhere, but his short stories are often just too damn weird for my taste. "A Study in Emerald" is inspired in part by Philip Jose Farmer's Wold Newton stories, in which he combined all the famous fictional Victorians into one grand narrative involving a crashed meteorite. We see characters such as Dr. Jekyll making cameos in "A Study in Emerald", helping to flesh out the background. I once read somewhere that Sherlock Holmes is the best kind of fictional character, so well-created that it is easy to imagine that he really exists somewhere, and that he had a history before his stories, and he does things when the stories do not say.