Don't believe me?
Holmes encountered Dracula in, among other things, Fred Saberhagen's The Holmes-Dracula File. Dracula encountered El Santo in Santo y Blue Demon Contra Drácula y el Hombre Lobo. And El Santo used the Time Tunnel's time machine in Santo en el Tesoro de Dracula. So Holmes exists in the same universe as Time Tunnel and El Santo.
(c'mon, you knew I'd be bringing up luchadors sooner or later here, didn't you?)
Holmes met Nat Pinkerton in a 1909 issue of a Greek dime novel. Nat Pinkerton met the fictional version of Georges Manolescu (Hungarian con man, "Prince of Thieves," and model for Thomas Mann's Felix Krull) in Neue Kriminal Bibliothek #46. The fictional Manolescu was described as the ancestor of John Kling, the German Sexton Blake. Kling met H.G. Wells' Martians in John Klings Abenteuer #498. So Holmes exists in the same universe as H.G. Wells' Martians.
Holmes worked with The Batman on the Power Records "Mystery of the Scarecrow Corpse." In the "Penguin's Nest" episode of 1960s Batman tv show The Batman, while climbing up a wall, encountered Lurch, from The Addams Family. On the "Behind the Eats" episode of Good Eats it was revealed that the disembodied hand which Alton Brown calls "Thing" is the son of Thing from the Addams Family. So Holmes exists in the same universe as Alton Brown.
Holmes met Frank Allan, perhaps the most popular German pulp character, in Frank Allan, der Rächer der Enterbten #39. Frank Allan fought with and teamed up with Captain Mors, Der Luftpirat on several occasions. Captain Mors met Alaska-Jim, secret agent for the Canadian police, in Alaska-Jim, Ein Held der Kanadischen Polizei #5. Alaska-Jim met Sun Koh, the Nazi Doc Savage, in Sun Koh, Die Erbe von Atlantis #49. So Holmes exists in the same universe as Sun Koh.
Edgar Burroughs mentions, in The Son of Tarzan, that a hotel proprietor would have consulted Holmes, had the man known of Holmes, so Holmes and Tarzan exist in the same universe. A descendant of Bukawai, a witch doctor from Burroughs' The Jungle Tales of Tarzan, attended Miskatonic University in Philip Jose Farmer's "The Freshman." Mulder and Scully visited Miskatonic University in The X-Files Annual #1. In an episode of Homicide: Life on the Street, Detective Munch arrested the Lone Gunmen from The X-Files. In an episode of Homicide, Alfre Woodward played Dr. Roxanne Turner, the same role she played on St. Elsewhere. On St. Elsewhere, Mr. Carlin, from The Bob Newhart Show, appeared as a patient. So Holmes exists in the same universe as Bob Newhart.
Holmes fought Professor Moriarty and Moriarty's lieutenant, Colonel Sebastian Moran. In Elizabeth Bear's "Tiger! Tiger!" Colonel Moran hears an incantation which uses the word"Hastur," the name of one of Lovecraft's Old Ones. Godzilla encounters the Old Ones in Marc Cerasini's Godzilla at World's End. So Holmes exists in the same universe as Godzilla.
I mentioned Holmes and Dracula. Dracula met Napoleon Solo & Illya Kuryakin in The Vampire Affair, #6 in the Man From U.N.C.L.E. novel series. Solo & Kuryakin met James Bond in The Rainbow Affair, #12 in the Man From U.N.C.L.E. novel series. Bond met Derek Flint in Our Man Flint. So Holmes exists in the same universe as Derek Flint, the coolest spy of them all.
Oh, I can keep going.
Holmes encountered Dr. Fu Manchu in, among other places, Cay Van Ash's Ten Years Beyond Baker Street. In Lin Carter's "Perchance to Dream" Carter's Dr. Anton Zarnak mentioned that the Devil Doctor was an old enemy. In James Ambuehl and Simon Bucher-Jones' "The Case of the Curiously Competent Conjuror," Zarnak telepathically communicates with Dr. Anton Phibes. So Holmes exists in the same universe as Dr. Phibes.
Holmes met Billy Bunter in Val Andrews' Sherlock Holmes and the Greyfriars Mystery. Billy Bunter sees the ghost of Dr. Syn, the Scarecrow, in The Magnet #1541. Dr. Syn met Captain Jack Sparrow in the "Enter the Scarecrow!" issue of Disney Adventure Comic Zone. So Holmes exists in the same universe as Captain Jack.
I mentioned Holmes and Fu Manchu. Fu Manchu's nemesis, Nayland Smith, had a nephew, Lancaster Sneed, who appeared in Master of Kung Fu #75, wearing the very same blazer worn by the residents of the Village, from The Prisoner. In "On the Run," the final episode of The Bionic Woman, Jamie Sommers is sent to the Village for her own good. So Holmes exists in the same universe as the Bionic Woman.
Holmes met Dracula. Dracula met Buffy in the "Buffy vs. Dracula" episode of Buffy the Vampire Slayer. In "Bad Eggs," Buffy fought the brothers Lyle and Tector Gorch. Lyle and Tector Gorch were members of the Wild Bunch, so Holmes exists in the same universe as the Wild Bunch.
In Jeff Rice's The Night Stalker, Carl Kolchak includes, in the bibliography of his write-up of a case, Holmes' book, The Whole Art of Detection. In Mark Dawidziak's "Interview with a Vampire" Kolchack travels to Collinsport, Maine, where he meets Barnabas Collins. So Holmes exists in the same universe as Dark Shadows.
I mentioned Mulder & Scully. They met Jose Chung in the "Jose Chung's From Outer Space" episode of X-Files. Jose Chung appeared in the "Jose Chung's Doomsday Defense" episode of Millennium. Playpen magazine appeared in "Jose Chung's Doomsday Defense." As seen just last week, copies of Playpen magazine appeared on the Island in Lost. In the Lost episode "Homecoming" a character mentions that her father is "buying some paper company up in Slough," a reference to the British version of The Office. It's a given that Wernham Hogg, the paper company in The Office (U.K.), and Dunder Mifflin, the paper company in The Office (U.S.), co-exist. In the Las Vegas episode "The Story of Owe," mention is made of the Dunder Mifflin convention. In the Heroes episode "Collision," two of the characters go to the Montecito, the hotel where Las Vegas is set. So Holmes exists in the same universe as Hiro Nakamura, geek sex symbol for the 21st century.
Sooner or later, everyone's a part of the Holmesverse. (I already am, thanks to Alan Moore). All your fictional universes are belong to Holmes. He's in ur c0ntinuity, c00pting your can0n. Give in. Resistance is futile.