Have you ever NOT been able to solve a riddle? 

Have you ever NOT been able to solve a case?

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No, there has never been a riddle I could not solve, except of course the ones that make no logical sense at all. 

As for cases, the answer is yes. There are a few times I have been deceived, others where I have failed to find a crucial connection, and some where my client has gotten injured.

Upon referring to John's notes, a few of my failed cases are:

The Yellow Face, where my theory that Effie's former husband was the resident of the cottage was in fact incorrect; A Scandal in Bohemia, where I failed to obtain the photographs which were my goal; and The Sign of Four, where the steam launch chase down the Thames after the Aurora results in finding the chest containing the treasure empty.