I've read the first four stories in this anthology:
The Case of Lady Sannox by Arthur Conan Doyle: this is a rather dark, non-Sherlock story about Douglas Stone, a noteworthy surgeon, and his married inamorata Lady Sannox. The conclusion is unforgettable and downright horrifying.
A Mystery of the Underground by John Oxenham: there was a lot to like about this "impossible crime" style story told through newspaper clippings. Someone is killing passengers on the underground as they sit alone in their carriages, and no one knows how. Unfortunately, the identification of the murderer came literally out of nowhere, so it was ultimately a disappointment.
The Finchley Puzzle by Richard Marsh: this story centered around Judith Lee, an amateur sleuth and recurring character who assists the police with her lip reading skills. It starts with an attempt on her life through a chocolate that has been fashioned into a bomb and gains steam with even more creative efforts to dispatch her into the world beyond. It was entertaining enough to motivate me to look read more by Marsh. So far, I've come up with The Complete Adventures of Judith Lee - Richard Marsh.
The Magic Casket by R. Austin Freeman: So far, this is the one I enjoyed the most. The hero of the tale is Dr. Thorndyke, and his sidekick is Christopher Jervis. It has a very Victorian Holmes/Watson vibe and evokes the London setting well.
‘London is an inexhaustible place,’ he mused. ‘Its variety is infinite. A minute ago we walked in a glare of light, jostled by a multitude. And now look at this little street. It is as dim as a tunnel, and we have got it absolutely to ourselves. Anything might happen in a place like this.’
I'll update with information about the additional stories as I finish them!