This is probably slightly AU, since I doubt something like the Reichenbach Fall could be staged without help. But this idea got into my head and just wouldn't leave...
Playing Ghost
No one knew he was alive. Not his brother, not Lestrade, not even Molly, who was only slightly less clueless than the rest of them. Sherlock Holmes no longer existed. He was a ghost.
So he did what all good ghosts do. Haunt people.
Moriarty's men felt it the most. A good number of them simply got knocked over the head during a routine day and awoke in the local jails with a list of their crimes pinned neatly into their prison file. Soon they got paranoid and he had to revert to more personal techniques, but it was fun while it lasted.
John barely even noticed the sudden disappearance of several favorite beakers from Sherlock's chemistry set, though it was quite something else when one of his journals (in which he had recorded their last case) went missing. Sherlock returned the item hastily; as much as he would have liked to keep his friend's personal account of his 'death', he didn't like the way John was tearing apart their flat.
Molly routinely found the coffee-maker occupied by a cup made just the way she liked it. Admittedly, this was a Holmsian form of apology, though it simply succeeded in making her paranoid. He'd asked the favor of one of his Network on a whim just before he – left.
Lestrade occasionally found case-files he could have sworn he'd left unfinished the night before lying complete on his desk, along with two or three cold cases that suddenly showed up in the active files. Some of the officers joked about "Sherlock's ghost" moving the documents, but no one quite dared ask how they'd really gotten there.
One day almost three years later, Mycroft Holmes found his umbrella missing on his way to work. He searched his office, room, and halls as thoroughly as he could without making it obvious he was searching, then simply grabbed a less-favorite umbrella from the closet and headed out the door.
That afternoon, he was searching again when he discovered a strand of suspiciously blue wool.
For a moment, he stood there unmoving. Then he strode purposefully down the hall, turned the corner, and flung open the closet where Sherlock had been attempting to replace the umbrella and decided to hide himself.
For a moment the brothers just stared at each other, Sherlock's wide eyes locked with his brother's disbelieving gaze. Then Mycroft finally spoke.
"Sherlock," he stated flatly, "give it back."