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"The Five Orange Pips" opens with two rather large paragraphs. The first one describes that there are a lot of good cases. The second, however, goes into detail about one of these cases - 180 words that are almost entirely unrelated.

The year ’87 furnished us with a long series of cases of greater or less interest, of which I re- tain the records. Among my headings under this one twelve months I find an account of the ad- venture of the Paradol Chamber, of the Amateur Mendicant Society, who held a luxurious club in the lower vault of a furniture warehouse, of the facts connected with the loss of the British barque “Sophy Anderson”, of the singular adventures of the Grice Patersons in the island of Uffa, and finally of the Camberwell poisoning case. In the latter, as may be remembered, Sherlock Holmes was able, by winding up the dead man’s watch, to prove that it had been wound up two hours before, and that therefore the deceased had gone to bed within that time—a deduction which was of the greatest im- portance in clearing up the case. All these I may sketch out at some future date, but none of them present such singular features as the strange train of circumstances which I have now taken up my pen to describe.

Some of them serve to say that this is a bizarre case that is going to be detailed in the story. But why does Watson/Doyle go into detail about the other cases in the beginning?

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From spending a little time teaching and studying parts of the Sherlock Holmes canon, I conjecture that there is a two-fold purpose at work here:

  1. Doyle is beginning to establish an expansive universe in which he can situate his Sherlock Holmes stories.
  2. Doyle is enticing readers to buy future issues of The Strand Magazine in which he will continue the creation of said universe.

I think the opening of the story is germane to my argument, so I include it here:

When I glance over my notes and records of the Sherlock Holmes cases between the years '82 and '90, I am faced by so many which present strange and interesting features that it is no easy matter to know which to choose and which to leave. Some, however, have already gained publicity through the papers, and others have not offered a field for those peculiar qualities which my friend possessed in so high a degree, and which it is the object of these papers to illustrate. Some, too, have baffled his analytical skill, and would be, as narratives, beginnings without an ending, while others have been but partially cleared up, and have their explanations founded rather upon conjecture and surmise than on that absolute logical proof which was so dear to him. There is, however, one of these last which was so remarkable in its details and so startling in its results that I am tempted to give some account of it in spite of the fact that there are points in connection with it which never have been, and probably never will be, entirely cleared up.

This is masterful on Doyle's part: he is giving himself incredible freedom to take any number of footholds he would like with each new story. It is important to keep in mind that this was only the fifth Sherlock Holmes story published in The Strand Magazine. Consequently, there's still plenty of world-building for Doyle to do through Watson. That opening sentence gives Doyle an 8-year span to draw from, which more importantly means that he doesn't have to obey any sort of chronology. By giving examples in the following paragraphs of some of these cases, Doyle lets himself explore ideas of cases/stories yet to be told/written. Maybe the case in question was a half-baked idea that never made it beyond a couple sentences. Regardless, it certainly furthers the characterization of Holmes of detective and of Watson as narrator. With just a couple paragraphs, Doyle gives Watson great authority as an expert on Holmes (ostensibly) and extends the limits which future stories can explore. He is writing himself into a place of greater freedom rather than constraint.

The second purpose (i.e. the "buy-me" theory) is one that takes more of a Marxist approach (as in Marxist literary criticism): Doyle wants his stories to sell. In serialized format there needs to be some sort of enticement to keep coming back to the same characters. When teaching these stories, I used an analogy with my students to present-day TV: we frequently see cold opens that hook us to an episode and get teasers for future weeks at the end of an episode. Serialization in literary form uses similar techniques. I see this opening as both an enticing "cold open" to keep reading this particular story and a hint at things to come in future stories. This small example of a case as yet unexplored brings us into the world of Sherlock Holmes and creates possibilities for where it might go, leading readers to want to keep reading and keep buying.

Your asking this question and my answering it are enduring proof of its success. Even 120+ years later, readers still come back to these relatively mundane, unexplored details. We care about these things, and I have to believe Doyle's original audience did as well. This to me is just one of many examples of Doyle's brilliant creation of the world of Sherlock Holmes.

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Watson/Doyle does this a lot. The whole Sherlock Holmes canon is peppered both with these casual references to other cases - adventures which happened "off-stage", so to speak. More examples:

  • I had seen little of Holmes lately. [...] From time to time I heard some vague account of his doings: of his summons to Odessa in the case of the Trepoff murder, of his clearing up of the singular tragedy of the Atkinson brothers at Trincomalee, and finally of the mission which he had accomplished so delicately and successfully for the reigning family of Holland. Beyond these signs of his activity, however, which I merely shared with all the readers of the daily press, I knew little of my former friend and companion.

    -- "A Scandal in Bohemia"

  • Of all the problems which have been submitted to my friend, Mr. Sherlock Holmes, for solution during the years of our intimacy, there were only two which I was the means of introducing to his notice--that of Mr. Hatherley's thumb, and that of Colonel Warburton's madness.

    -- "The Adventure of the Engineer's Thumb"

  • It was some time before the health of my friend Mr. Sherlock Holmes recovered from the strain caused by his immense exertions in the spring of ‘87. The whole question of the Netherland-Sumatra Company and of the colossal schemes of Baron Maupertuis are too recent in the minds of the public, and are too intimately concerned with politics and finance to be fitting subjects for this series of sketches. They led, however, in an indirect fashion to a singular and complex problem which gave my friend an opportunity of demonstrating the value of a fresh weapon among the many with which he waged his life-long battle against crime.

    -- "The Reigate Puzzle"

  • The July which immediately succeeded my marriage was made memorable by three cases of interest, in which I had the privilege of being associated with Sherlock Holmes and of studying his methods. I find them recorded in my notes under the headings of "The Adventure of the Second Stain," "The Adventure of the Naval Treaty," and "The Adventure of the Tired Captain." The first of these, however, deals with interest of such importance and implicates so many of the first families in the kingdom that for many years it will be impossible to make it public. No case, however, in which Holmes was engaged has ever illustrated the value of his analytical methods so clearly or has impressed those who were associated with him so deeply. I still retain an almost verbatim report of the interview in which he demonstrated the true facts of the case to Monsieur Dubugue of the Paris police, and Fritz von Waldbaum, the well-known specialist of Dantzig, both of whom had wasted their energies upon what proved to be side-issues. The new century will have come, however, before the story can be safely told.

    -- "The Naval Treaty"

  • Our months of partnership had not been so uneventful as he had stated, for I find, on looking over my notes, that this period includes the case of the papers of Ex-President Murillo, and also the shocking affair of the Dutch steamship Friesland, which so nearly cost us both our lives.

    -- "The Adventure of the Norwood Builder"

  • "My colleague, Dr. Watson, could tell you that we are very busy at present. I am retained in this case of the Ferrers Documents, and the Abergavenny murder is coming up for trial. Only a very important issue could call me from London at present."

    -- "The Adventure of the Priory School"

  • In this memorable year '95, a curious and incongruous succession of cases had engaged his attention, ranging from his famous investigation of the sudden death of Cardinal Tosca -- an inquiry which was carried out by him at the express desire of His Holiness the Pope -- down to his arrest of Wilson, the notorious canary-trainer, which removed a plague-spot from the East End of London.

    -- "The Adventure of Black Peter"

  • When I look at the three massive manuscript volumes which contain our work for the year 1894, I confess that it is very difficult for me, out of such a wealth of material, to select the cases which are most interesting in themselves, and at the same time most conducive to a display of those peculiar powers for which my friend was famous. As I turn over the pages, I see my notes upon the repulsive story of the red leech and the terrible death of Crosby, the banker. Here also I find an account of the Addleton tragedy, and the singular contents of the ancient British barrow. The famous Smith-Mortimer succession case comes also within this period, and so does the tracking and arrest of Huret, the Boulevard assassin — an exploit which won for Holmes an autograph letter of thanks from the French President and the Order of the Legion of Honour.

    -- "The Adventure of the Golden Pince-Nez"

(all emphasis mine in the above quotes)

I've looked through only half of the Sherlock Holmes stories to gather these quotes, and only glanced at the first few paragraphs of each one, but that was enough (together with the quote from your question) to find references to twenty-two "off-stage" adventures, only one of which is actually related in a later story. There are others mentioned in passing deep within the text of the story, e.g. the off-hand reference to the Conk-Singleton forgery case at the very end of "The Adventure of the Six Napoleons". There are also passages which simply reflect on the vast number of Holmes cases without mentioning or alluding to any of them in particular:

  • On glancing over my notes of the seventy odd cases in which I have during the last eight years studied the methods of my friend Sherlock Holmes, I find many tragic, some comic, a large number merely strange, but none commonplace; for, working as he did rather for the love of his art than for the acquirement of wealth, he refused to associate himself with any investigation which did not tend towards the unusual, and even the fantastic.

    -- "The Adventure of the Speckled Band"

  • From the years 1894 to 1901 inclusive, Mr. Sherlock Holmes was a very busy man. It is safe to say that there was no public case of any difficulty in which he was not consulted during those eight years, and there were hundreds of private cases, some of them of the most intricate and extraordinary character, in which he played a prominent part. Many startling successes and a few unavoidable failures were the outcome of this long period of continuous work. As I have preserved very full notes of all these cases, and was myself personally engaged in many of them, it may be imagined that it is no easy task to know which I should select to lay before the public.

    -- "The Adventure of the Solitary Cyclist"

The point of all this is to make the reader hungry for more, and to leave the door open for Doyle to write as many stories as he wants to.

By making clear how many hundreds of cases Holmes is involved in, Doyle is allowing himself to write as many stories as he wants without ever exceeding the quantitative limitations of his character. Making references to specific untold adventures is a way of cementing this fact in readers' heads: saying there are hundreds is one thing, but saying "there are hundreds, such as this and this and this" makes it all sound more plausible, and gives readers something concrete to remember, more than just a number, to support the idea that he has many off-stage adventures.

Another purpose of the name-drops is to pique the reader's interest and curiosity. By making us feel as though we're being drop-fed little bits and pieces of a much larger collection of stories, Doyle is exciting and frustrating our desire for more. Even once the entire Sherlock Holmes canon (only 60 stories) is complete, we still know that there are more Holmes tales we haven't seen, some of which sound tantalisingly interesting. A Dutch steamship which nearly cost both Holmes and Watson their lives? A wound watch which was crucial in the solving of a case? A mad colonel, a tired captain, a canary-trainer? What's the story behind all these, and why can't we read them?!

The enduring fascination of these occasional name-drops is shown in the amount of non-canonical Holmes stories they've inspired by other writers. Colonel Warburton's madness, the Tired Captain, the Trepoff murder, and probably most if not all of the others have inspired their own works of Holmes fan-fiction by non-Doylian authors. Explicitly giving your readers' imaginations some open possibilities to work with (fanfic being a way for these imaginations to express themselves, even if not one Doyle foresaw or encouraged) is a great way of keeping an engaged fanbase for your stories.

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    Just found this page which has a fuller list of the "name-drops" in Holmes canon.
    – Rand al'Thor
    Jul 4, 2017 at 13:36
  • Fanfic was a neat result, but I'm not sure that Doyle intended it. Your last paragraph kinda implies that he did.
    – Shokhet
    Jul 4, 2017 at 16:55
  • @Shokhet I didn't mean to imply that it was an intentional consequence, more a result of what happens when you give your readers open possibilities to work with. Edited.
    – Rand al'Thor
    Jul 4, 2017 at 16:59

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