I am well-acquainted with Poe's "Purloined Letter" and with both of the Holmes stories included here ("The Adventure of the Blue Carbuncle" and "The Lost Special")--and while I delight in the stories of these masters of the early detective novel, it was even more delightful to discover new Victorian treats.
Here are the best of those new treats:
"The Murdered Cousin" by Joseph Sheridan Le Fanu. I just discovered Le Fanu this past fall. I read a collection of his ghost stories for one of my Fall Challenges. "The Murdered Cousin," written in 1851 is billed as one of the earliest locked room stories. The story is full of atmosphere and leans more towards the gothic than detective fiction. There is no final summing up and the villains get away, but it is still a very satisfying story.
"Hunted Down" by Charles Dickens. A tale of murder done and a revenge that's due. It starts off slow but builds to a wonderful climax.
"Levison's Victim" by Mary Elizabeth Braddon (of Lady Audley's Secret fame). Another story of revenge for murder committed. This time the revenge stays within the bounds of the law.
"The Mystery at Number Seven" by Mrs. Henry Wood. Very suspenseful and enjoyable. A bit of a surprise at the end.
"The Mystery of Essex Stairs" by Sir Gilbert Campbell. A short and tidy little mystery which manages to include a dramatic courtroom scene.
"Murder by Proxy" by M. McDonnell Bodkin. A rather ingenious "locked room" story. Elegantly told with very interesting characters.