The Pursuit of the House-Boat, by John Kendrick Bangs. Being Some Further Account of the Divers Doings of the Associated Shades, Under the Leadership of Sherlock Holmes, Esq.
This odd story is set on the River Styx, peopled by famous historical and fictional characters (who happen to be deceased). It’s a sequel to A House-Boat on the Styx. There was another version of this work already in the Project Gutenburg archive, but it did not include the amusing illustrations by Peter Newell.