Sherlock Holmes

• Ambiguous Disorder
• Anti-Hero: Type III
• Attention Deficit... Ooh, Shiny!
• Awesome by Analysis
• Badass Bookworm
• Badass Longcoat
• Bash Brothers: with Watson.
• Bunny-Ears Lawyer
• Combat Pragmatist
• Crazy Jealous Guy
• Crazy-Prepared
• Cursed with Awesome: Sherlock's eponymous Sherlock Scan apparently has no figurative off-switch as shown in the restaurant scene in the first movie, and is explicitly called a curse by him late into the second.
• Dating Catwoman
• Deadpan Snarker
• Extreme Omnivore: Is shown in the sequel happily drinking formaldehyde despite Watson pointing out it's highly toxic.
• Gentleman Adventurer
• Great Detective: Since he is Sherlock Holmes, it's elementary.
• Guile Hero
• Hyper Awareness
• Master of Disguise
• Perma Stubble
• Private Detective
• Sherlock Scan
• Spirited Competitor
• The Spock

Dr John Watson

• Badass Bookworm
• Badass Longcoat
• Bash Brothers: with Holmes.
• Combat Medic
• Combat Pragmatist: Even more so than Holmes.
• Deadpan Snarker
• The Gambling Addict
• Genre Savvy
• Gentleman Adventurer
• Living Emotional Crutch
• The Watson

Irene Adler

• Action Girl
• Back for the Dead
• Bifauxnen
• Classy Cat Burglar
• Dark Chick
• Dropped a Bridge on Him
• Femme Fatale
• Hot Chick in a Badass Suit
• The Muse
• Promoted to Love Interest
• Sudden Sequel Death Syndrome
• Trigger Happy

Inspector Lestrade

• Captain Obvious
• Inspector Lestrade
• Screw the Rules, I'm Doing What's Right

Mary Morstan

• Action Girl
• Deadpan Snarker
• Took a Level in Badass

Mrs Hudson

• Servile Snarker

Lord Henry Blackwood

• The Antichrist
• Badass Longcoat
• Big Bad: of the first film.
• Cane Fu
• Dark Messiah
• Diabolical Mastermind
• Evil Sorcerer: Subverted. He talks the talk and uses the imagery, but his "powers" are nothing but smoke and mirrors.
• Hannibal Lecture
• Jack the Ripper
• Karmic Death
• Manipulative Bastard
• Serial Killer
• Soft Spoken Sadist

Lord Coward

• Dirty Coward
• The Dragon
• Smug Snake
• Utopia Justifies the Means

Sir Thomas Rotheram

Dredger

• Affably Evil
• The Brute
• Evil Sounds Deep
• Giant Mook

Ambassador John Standish

Professor James Moriarty

• Awesomeness by Analysis
• The Chessmaster
• Combat Pragmatist
• Complexity Addiction
• Dangerously Genre Savvy
• Diabolical Mastermind
• Evil Counterpart
• Faux Affably Evil
• Genius Bruiser
• The Man Behind the Man
• Manipulative Bastard
• The Sociopath
• Soft Spoken Sadist
• Sore Loser: How does Moriarty react to Holmes completely checkmating him? He threatens to kill Holmes and then Dr. and Mrs. Watson.
• Villain with Good Publicity
• Villainous Breakdown: An extremely subtle one, more to do with his actions than any expression or anger. His rage is restrained, but he makes the decision to go all-out on Holmes. And then that goes out the window after Holmes pulls off his Taking You with Me Heroic Sacrifice. His facial expression as he plummets to his death is of impotent rage.
• Villains Out Shopping
• Wicked Cultured
• Worthy Opponent
• You Have Outlived Your Usefulness: To the point where it's odd that anyone agrees to work with him. You have to wonder what Moran's pension plan is.

Madame Simza Heron

• Action Girl
• Bomb Throwing Anarchists
• Roma
• Skyward Scream
• She Cleans Up Nicely

Mycroft Holmes

• Ambiguously Gay: Mostly due to being played by Stephen Fry, in addition to his faithful...erm, 'manservant' Carruthers who doesn't bat an eye at his casual nudity.
• Aloof Big Brother
• Brilliant, but Lazy
• Naked People Are Funny

Colonel Sebastian Moran

• Cold Sniper
  • YMMV. He seems to actively enjoy Hunting the Most Dangerous Game.
• The Dragon
• Evil Counterpart: to Watson.
• Karma Houdini
• Kick the Dog: He shoots a random German soldier who happened to be standing in front of Watson.
• My Master, Right or Wrong
• Wicked Cultured: He was looking forward to the opera.