The Canon refers to the set of 60 original stories (56 short stories, 4 novels) by Sir Arthur Conan Doyle.
Any book written by another author, while still being a Holmes story, is considered outside the Canon.
In the United Kingdom and Canada, the stories are now out of copyright. In the United States, the last dozen of them, those published after 1919, are still protected by copyright.
Novels
The Adventures of Sherlock Holmes
The Memoirs of Sherlock Holmes
The Return of Sherlock Holmes
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The Adventure of the Solitary Cyclist
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The Adventure of the Priory School
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The Adventure of Black Peter
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The Adventure of Charles Augustus Milverton
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The Adventure of the Six Napoleon
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The Adventure of the Three Student
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The Adventure of the Golden Prince-Nez
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The Adventure of the Missing Three-Quarter
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The Adventure of the Abbey Grange
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The Adventure of the Second Stain
His Last Bow
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The Adventure of Wisteria Lodge
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The Adventure of the Cardboard Box
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The Adventure of the Red Circle
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The Adventure of the Bruce-Partington Plans
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The Adventure of the Dying Detective
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The Disappearance of Lady Francis Carfax
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The Adventure of the Devil's Foot
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His Last Bow
The Case Book of Sherlock Holmes
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The Adventure of the Illustrious Client
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The Adventure of the Blanched Soldier
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The Adventure of the Mazarin Stone
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The Adventure of the Three Gables
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The Adventure of the Sussex Vampire
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The Adventure of the Three Garridebs
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The Problem of Thor Bridge
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The Adventure of the Creeping Man
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The Adventure of the Lion's Mane
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The Adventure of the Veiled Lodge
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The Adventure of Shoscombe Old Place
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The Adventure of the Retired Colourman