Someone will correct me but I'm pretty sure that none of the murals feature Holmes' only case on the London Underground - The Bruce Partington Plans (loads of e-books of the whole short story, or watch the DVD). As Holmes only lived a stone's throw away from the tube, I'm surprised the london underground didn't feature more heavily in his stories.
Holmes was clearly suffering the after effects of some coke when he made the following comment:
"This is really very singular. According to my experience, it is not possible to reach the platform of a metropolitan train without exhibiting one's ticket. Presumably, then, the young man had one. Was it taken from him in order to conceal the station from which he came, or did he drop it in the carriage?"
However this was before the days of the Oystercard and jumping the barriers so perhaps we can't blame him for his naivety.
I'm sure he'd be freaked out to see the tile mosaics of his profile, made up of hundreds of tiny images of his silhouette. I think that would put me onto coke pretty damn quick.