You gotta love Wikisource...

Being able to find this particular story was a big deal for me! I read The Dancing Men from Arthur Conan Doyle back when I was a kid, and I couldn't help but being fascinated by it. (I can't still get rid of the "absurdly simple" qualifier that holmes uses in the first page of it).

Anyway, now the copyright of it has expired, and WikiSource has the short story in the open. here the link, for you to enjoy:

http://en.wikisource.org/wiki/The_Adventure_of_the_Dancing_Men