Nonsense, Znethru's friend. When we talk about Sherlock Holmes, we are talking about a fictitious character in a series of rather good books. And that's that.

A lot of philosophers believe that Sherlock Holmes is exactly what you say he is. In the post about Sherlock Holmes I was using David Lewis' theory of Modal Realism. I'm not sure if you're familiar with it but it is fascinating. Lewis makes a connection between possibility and possible worlds. You probably believe that the Sherlock Holmes story (that is everything as described by Conan Doyle in that particular series) is possible, By that I don't mean that our scientists think there is a small chance that these events might have really happened in Victorian England. We know pretty damn well that they did not. But we believe that had the world been not all that different then these events very well could have happened. There is no logical or metaphysical inconsistency within the Sherlock Holmes story. If there were we probably wouldn't consider them to even be rather good books.

So Lewis postulates a set of possible worlds to account for the truth of modal statements like "Sherlock Holmes might have existed" or "Sherlock Holmes might have lived at 222B Baker Street" (read "might have" as "could have had things been differently, and they could have been differently..."). One of these possible worlds is the actual world, which is nothing special except that we happen to live in it. It is the same kind of thing as the other possible worlds, and people in those other worlds might look at our world as something that is merely possible but not actual.

Also a world is spatio-temporally closed. There is no jumping around between them like jumping between dimensions. If there are other dimensions to our universe than these are really part of our one world. All of our past and future are parts of our world too.

Lewis believes that all of these worlds are concrete, or at least many of them are concrete, like our world. That is the single biggest claim that other philosophers have had a problem with. They are usually happy to adopt the whole possible world analysis of modality as long as they believe the possible worlds are fictional things (like what you alluded to). They say that it's just a ridiculously massive claim that all these worlds are as real as our world. But I think, having thought about this for a while, that it isn't a big claim at all. It's very easy to think that Lewis is making a strange unscientific claim about physical things which should be dealt with scientifically. He would argue however, that he is only talking about logical space. He thinks that all of these worlds simply have to exist, independently of whether we think they do or not. They exist as a result of logical possibility (and necessity), and we can access them as easily as we can access claims like 1+1=2. If you think about it, how do we really know things like "I could have had more time to eat breakfast this morning if only I'd woken up earlier"? What is it that we can point to that makes that statement true or false? There is no physical thing in our spatiotemporal space (I don't think, perhaps it could be argued that there is) that makes that statement true. But we intuitively feel that it is, and Lewis' answer is that it is a logical truth.