I was looking up trivia about the Red-Headed League, when I found out that there was a real life robbery in Britain supposedly inspired by the story, and it even took place on a Baker Street.
The robbers had leased out a shop, dug a tunnel underneath the street across another shop into the basement of a nearby bank, and made their way inside. Unlike in the story, they completed their haul and were caught later. Most of them that is, but not all. Apparently they only recovered £231,000, out of a total of between £1.25 and £3 million.
I recommend reading the Wikipedia article for more information, though some of the sources are pretty old so I don't know how accurate all of this stuff is. Still really cool though.