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Hound of the Baskervilles' (1939) Good fun!
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The Adventures of Sherlock Holmes' (1939) Enjoyed this one as well.
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Sherlock Holmes and the Voice of Terror' (1942) The series moves from 20th Century Fox to Universal Pictures and is brought out of Victorian England and into contempory (at that time), war time Britain! Not too sure 'modern holmes' works, beyond the current BBC series. Apart from a great in joke revolving around Holmes's Deerstalker hat this came off as less of a movie and more of an old serial with Holmes pitted against the Nazis.
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Sherlock Holmes and the Secret Weapon' (1943) Again more of a serial and again pitting Holmes against the nefarious Nazi's although in this one Moriaty returns.