My favorite cameo is in season 2, episode 2 of the Cumberbatch version of Sherlock (The Reichenbach Fall).
In the Diogenes Club, the gentleman's club where Mycroft hangs out both in the show and in the books, you can see this gentleman right here:
That's Douglas Wilmer, perhaps the most famous actor to portray Sherlock Holmes behind Jeremy Brett. He was only the second actor to play Sherlock Holmes on the BBC. He portrayed him 13 times, starting with 1964's The Speckled Band.
A lovely tribute and a great treat to Sherlock nerds like me. He has a funny little moment as well, which was great. The man is an icon, but in my experience not enough people know about this cameo. Crazy to see him in a Sherlock Holmes production almost 50 years later.