No. They used what was known as a dark lantern (aka bull's-eye) which had a shutter to hide the internal flame.
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The fictional character resided at 22lB Baker Street in London. This may well be toady as sort of Sherlock Holmes Museum. It is not too distant from the Madame Tussaud wax museum, and she was for real. Somewhat congruently- Charlie Chan operated out of 22lB Pacific Avenue in some California City. The Motto of the Wise is- Beware of Surprises!
I'm not sure exactly when, but I know he retired to Sussex and lived as a beekeeper with no one for company except for his bees and his books. Very sad, I know. But at least he didn't die!! Sir Arthur Conan Doyle veiled his famous character Sherlock Holmes by stating that he has retired and is living somewhere in Sussex engaged in bee-keeping, agricultural cultivation and research. "My villa is situated upon the southern slope of the Downs, commanding a great view of the Channel." -- Sherlock Holmes, 'The Adventure of the Lion's Mane' It is generally accepted as sometime in late 1903 or early 1904 when Holmes retired, and he would have been about 50 years old (based on other speculations).
The address 221b Baker Street did not exist in Conan Doyle's time (the numbers only went to 85). In fact, it did not exist until 1990. The flat in London on Baker Street is a real address and you can visit it. It serves as a sort of museum. The flat has been set up to match the descriptions in the story, complete with a Persian slipper of tobacco.
Women didn't figure largely into his life: he never got married, although Watson did. However, there was one woman who outsmarted him that he never forgot. In his cases he seemed to give women a good deal of respect; many of the women he encountered were smart and capable. He even remarked sometimes that a woman's intuition was sometimes more valuable than the most minute analytical observation. So, yes, I think Sherlock Holmes (and by extension the author, Sir Arthur Conan Doyle) did respect women, certainly more than contemporary author Jules Verne, who almost never featured women in his stories and generally liked to pretend that they didn't exist.
Movies did not exist during his life.