Sherlock can be seen reading two books in the loading screen. One is the manual you can look at and one is Doystyevsky's "Crime & Punishment" after which the game is named.
In the fourth case of the game - 'The Abbey Grange Affair' - one of the portraits in the entrance hall of the Brackenstall home is said to be of "Baron Lyndon Brackenstall", a reference to the film Barry Lyndon (1975), about a young Irishman that becomes an English lord in the 18th century.
In Holmes's research area, one of the books is titled Three Simple Ways to Survive a Waterfall. In the books, Sherlock was originally killed off by falling off of a waterfall with his nemesis Moriarty. However, after public outrage, the character was revealed to have miraculously survived.
In the Blood Bath case, you find a note with the names Calvin, Hobbes, Miss Derkins, Wormwood and Spittle. These are character names from the Calvin & Hobbes comic strip series. There is even a reference to Hobbes' tuna sandwich, which is how Calvin "caught" Hobbes in the first place.