So far the anthologies that I enjoyed have been:
The Improbable Adventures of Sherlock Holmes edited by John Joseph Adams
http://www.johnjosephadams.com/sherlock-holmes/
A Study in Sherlock edited by Laurie R. King and Leslie S. Klinger
http://astudyinsherlock.com/
There's also novels like Laurie R. King's series, The Final Solution by Michael Chabon, etc.
Edge also recently released Gaslight Grimoire (
http://www.gaslightgrimoire.com/) and Gaslight Grotesque (
http://www.edgewebsite.com/books/gas...t-catalog.html)