It is as Regal says -- Conan Doyle killed off both Holmes and his arch nemises Moriarty, only to bring him back as a result of public outcry.
The offical Swiss tourism agency is proud of the fact that Sir Arthur Conan Doyle chose the Reichenbach falls as the setting for the death of his character Sherlock Holmes. (The falls are located in the Swiss Alps) Switzerland promotes the falls as the location of Sherlock Holmes' death. The following material is quoted from a Swiss tourism guide:
In The Final Problem
(1891), Conan Doyle described the falls:
It is, indeed, a fearful place. The torrent, swollen by the melting snow, plunges into a tremendous abyss, from which the spray rolls up like the smokefrom a burning house. The shaft into which the river hurls itself is an immense chasm, lined by glistening coal-black rock, and narrowing into a creaming, boiling pit of incalculable depth, which brims over and shoots the stream onward over its jagged lip.
The story goes on to tell of the death of Holmes. On May 4, 1891, the detective met his archenemy Professor Moriarty on a ledge above the falls; the two became locked in a titanic hand-to-hand struggle before both tumbled over the precipice, presumably to their deaths. This neat device was Conan Doyle’s way to free himself of the burden of constantly churning out pulpy detective stories and was intended to give himself the freedom to write more elevated literature instead. But he didn’t reckon on public opinion. The outcry against the death of such a popular character as Holmes was so great that in 1903 Conan Doyle was forced to give in to the pressure of his fan mail. He resurrected his nemesis by claiming that Holmes had managed to grab a tuft of grass during the fall into the “dreadful cauldron” and so had lived to solve another mystery. Much to Conan Doyle’s chagrin, the author was far more celebrated during his lifetime for his detective stories than for his various expeditions and good works; these days his numerous elevated writings have largely been forgotten, while his 45 Holmes novels are world famous.
Every year on May 4, members of the international Sherlock Holmes Society make a pilgrimage to the falls to commemorate the “death” of their beloved hero.