Yet another vote for Sacraments of Evil; all of them.
I far prefer the scenarios from the second edition of Gaslight to those of the first.
Generalising one reason for the latter preference, I'd rather not see characters from famous works of fiction. Arthur Conan Doyle had a keen interest in justice, including making attempts to gather evidence to exonerate people who he thought had been wrongly convicted - he managed to secure at least two acquittals, which helped lead to the formation of the court of appeal. In addition, he was a believer in the supernatural, with a general assumption that supernatural forces would be benign, and a general intent to publicise any evidence of it he came across. I submit, he'd be a much more interesting inclusion than Sherlock Holmes.
I would echo Nick's comments, but further and in particular, I do not want to see scenarios involving either Sherlock Holmes or Jack the Ripper. I tend to find scenarios involving the Ripper that provide a Mythos explanation for his activities in poor taste and I tend to find scenarios involving Sherlock Holmes to not only a raging, boring cliche, but inexplicable since a mind like his would accept the uncaring nature of the universe and likely go insane. That is in addition to the fact that the presence of Holmes is tantamount to negating player agency since he would surely have surmised the existence of the Mythos.