This is a puzzle near the end of case 3. Holmes and Watson go through catacombs and end up in a round area with switches and gates. It is possible to brute-force this and get past it by trial and error, but I got frustrated and am lucky to have found an excellent guide at jayisgames.com, written by user Trinn there.http://jayisgames.com/archives/2014/10/sherlock_holmes_....php
Walk up the stairs to enter the Temple of Mithras.
Approach the closed center gate, then examine the Broken Lamp on the floor and the Golden Dagger held by the statue of Mithras.
Turn around and walk through the open gate on the left. Click the Lever to open the gate at the opposite side of the room.
Press [LT] to switch control to Watson.
Go through the opened gate and pull the second Lever.
Switch back to Holmes. Release the switch he's currently holding and walk through the next gate immediately on your left.
As Holmes, you should now see three levers on the wall. Pull the Lever on the right.
Switch to Watson again. Release the lever and walk through the opened gate on your right.
As Watson, there should be two switches on the wall. Pull the Lever on the left.
Switch back to Holmes again. Release the lever he's holding and walk back to the center of the temple room.
Switch to Watson one more time. Release the left Lever, then pull the right Lever to open the large gate in front of the statue.
Make one more switch back to Holmes. Walk through the opened main gate and take the The Golden Knife from the Mithras statue.