I just happen to be reading The Adventures of Sherlock Holmes via the free Kindle app on my iPhone, and here is a free audio download of the unabridged story from Audible.com.
After you put the item in your cart, you'll need to sign in with either your Amazon.com or Audible.com log-in info. If you have neither account, you can set up an Audible.com account. Enjoy!
Thanks to Money Saving Mom and My Frugal Adventures!