Sherlock Holmes quotes a few writers in the chronicles we have of him. He also quotes a few anonymous writers as well. And then there's the thing that doesn't make a lot of sense: Holmes and Humpty Dumpty.
Holmes paraphrase the rhyme in "The Bruce Partington Plans," a case which occurred in 1895. So we think, "Oh, he learned the rhyme in childhood!" But Sherlock Holmes is paraphrasing the modern version of the verse.
"I'm afraid," said Holmes, smiling, "that all the queen's horses and all the queen's men cannot avail in this matter."
Looking at what was available when Holmes was a lad, one finds things like "Threescore men and threescore more, cannot place Humpty Dumpty as he was before," and "Forty Doctors and forty wrights, couldn't put Humpty Dumpty to rights!"
Finding a version with "All the king's horses and all the king's men, couldn't put Humpty Dumpty together again" prior to 1900 is a difficult task. A look at Google's Ngram viewer even shows that "Humpty" is not being referenced all that much in 1895.
And yet here is Sherlock Holmes in 1895, seeming to paraphrase a popular line that won't come into its own for decades yet.
Now, the more fanciful among us might propose that Sherlock Holmes was a time traveler of some sort, coming by all his gifts via a future education and upbringing, possibly in which he read all about himself! But a more practical answer comes from looking at his use of the line in "Bruce-Partington Plans," and that all-important smile as he says it.
The words come immediately after he finishes reading a note from big brother Mycroft. And what do little brother's love to do, always being the physically weaker sibling growing up? Find other ways to torment big brother. And suppose you were a bright lad whose older brother was a bit chubby and took a fall.
Oh, yes.
"Humpty Dumpty sat on a wall. Humpty Dumpty had a great fall. All the Queen's horses and all the Queen's men, couldn't put Humpty Dumpty together again!"
Her Majesty was queen, both in Holmes's childhood and in 1895, so the rhyme makes sense. But who actually wrote that version? Certainly not William Wallace Denslow, who published a version with "king's horses" and "king's men" in 1901, if Holmes was using the line in 1895! Denslow was an artist, anyway, not a poet. L. Frank Baum worked with Denslow a few years earlier in 1897, using the same familiar version, but still, not as early as we see Holmes using it.
So I'll suggest a very simple theory: Sherlock Holmes wrote his own version of Humpty Dumpty to tease brother Mycroft, the version caught on, and changing as passed from mouth to ear and on to mouth to ear again, became the version we now know.
So when next you speak said rhyme, as a proper Sherlockian with a wide grin at ol' Mycroft, you should definitely use the Holmes version.
Humpty Dumpty sat on a wall.
Humpty Dumpty had a great fall.
All the Queen's horses and all the Queen's men,
Couldn't put Humpty Dumpty together again!
It's all the more ironic when you realize that Sherlock himself had a great fall and did get put together again, but, hey, the rhyme's not about him!
Postscript: As our St. Charles friend pointed out, there was an earlier printed version that Holmes might have read. (For some reason, I saw by didn't read that reference.) On the other hand, Charles Ludwig Dodgson could have been a guest at the Holmes household and overheard young Sherlock teasing his brother . . .
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