I'm a big mystery movie fan so I will confine my selections to that category:-
1. The Spider Woman (1943). My favourite Holmes movie. Great shooting gallery scene.
2. Love From A Stranger (1937). Great Jekyll & Hyde type performance. Terrific door jump scare scene in this.
3. The Scarlet Claw (1944). Holmes takes a no-nonsense view of local superstition. Very atmospheric.
4. Fingers At The Window (1942). So glad to find this one. A rarity that needs to be better known.
5. The Adventures of Sherlock Holmes (1939). I reckon it's the best story involving Moriarty.
Thanks for posting your favourites! I have not heard of Fingers at the Window - it sounds great fun and, like so many of his films, I am delighted to see that it is available online.