Dust Devil - Final Cut
Visually stunning and atmospheric. And it shows what a great actor Robert Burke can be when he's not miscast as Robocop.
Sherlock Holmes Faces Death
The Nazis are gone, as is the horrible haircut Holmes was stuck with in those three movies. It peters out a bit at the end, but is otherwise a pretty strong mystery story.
The Spider Woman
This one is decent enough and has a good bad guy, but overall isn't as strong as it could be. And it's not helped at all by Holmes wandering around in brownface for a good chunk of the run time.
The Scarlet Claw
One of the best so far, with a well constructed mystery and killer atmosphere. Shifting the setting to Canada for one movie was an interesting move as well.
The Pearl of Death
It suffers slightly from the plot only happening because Holmes is kind of a moron, but otherwise, this is another good one. And The Creeper is pretty cool as far as evil henchmen go.