Private Tour: 'Sherlock' London Filming Locations by Black Cab. Follow in the footsteps of 21st-century detectives Sherlock Holmes and John Watson on this private tour of London’s ‘Sherlock’ filming sites. Traveling around the English capital in a black cab, you’ll visit locations used in the hit British television series, a modern version of Sir Arthur Conan Doyle’s Sherlock Holmes books. Stop at 221B Baker Street, the mysterious Diogenes Club and Irene Adler’s home; drive along the same route of the Soho cab chase; and see other sites featured in the 2015 Christmas episode. Book and Save 10% Off Private Tour: 'Sherlock' London Filming Locations by Black Cab.