The stories are set between 1915 and the late 1920s, mainly in Britain but extending to Palestine, North India, the United States, Japan, France, the Netherlands, Portugal, Morocco, Italy, and Romania.
They begin in Sussex, England, when 15-year-old Mary Russell (born 2 January 1900) meets a man in his mid-50s who she realizes is Sherlock Holmes, the famous detective of Baker Street, now retired to the country and beekeeping as a hobby.
Holmes remains throughout the series as a secondary main character, first as Russell's mentor and father figure, and later as her husband and detecting partner.
The daughter of a British Jewish mother and an American millionaire father, Russell spent time in Boston and San Francisco as well as England while growing up.
In addition to meetings with Rudyard Kipling's Kim, Dashiell Hammett, and Sabine Baring-Gould as described above, she has met T. E. Lawrence, J. R. R. Tolkien and Edmund Allenby.
She and Holmes are also implied to be friends with fellow fictional detective Peter Wimsey, who makes a cameo appearance in A Letter of Mary.
She reads and speaks many modern and classical languages, including Ancient Greek and Latin (learned for her theology degree), Hebrew, French, German, Spanish, Arabic, and Hindi.
She is not a naturally tidy person and is easily disheveled - a disadvantage for someone who is frequently sleuthing in wet, mucky, or dirty locales, then forced to make a drawing room appearance.
This makes her status ambiguous - people she meets may think she is wearing a ring for sentimental reasons, or perhaps that she is married but from another culture, but most likely that she is one of the many women widowed during World War I.
She is often concerned that her somewhat delicate wire frame glasses will crack (though she does not carry a spare pair) and is frequently hampered when they fog up or are spattered with rain.