On Sherlock Season 4 Episode 1, Sherlock Holmes is back in England after a cyber-attack featuring Moriarty's image causes the authorities to revoke his exile. Sherlock believes that Moriarty is dead, but has planned some sort of posthumous attack revenge.
While anticipating this, Sherlock decides to continue life as normal, working on cases. He continues to work with John Watson and a very pregnant Mary Watson, who later goes into labour and has baby Rosemund. Sherlock, Mrs. Hudson and Molly are the baby's godparents.
Greg Lestrade asks for help with the Willborough case, where a young man is found dead in his car. While solving the case, Sherlock notices that a bust of Margaret Thatcher is missing among the family's Thatcher memorabilia.
The missing Thatcher bust turns out to be part of a series, and multiple robberies have targeted the people who own them. Anticipating one of the targets, Sherlock confronts the robber and finds out that the target is Mary Watson.
Sherlock confronts Mary about her past, and finds out that the robber was part of Mary's assassin team, last seen during a failed mission in Georgia. Mary runs away, but is tracked down by Sherlock and John. The assassin tracks them down and reveals that he believes that Mary betrayed the team, resulting in his capture.
After further investigation, Sherlock determines that the actual culprit that betrayed Mary's team was Vivian Norberry. However, when confronted, Norberry kills Mary. Devastated and guilt-ridden from his own actions, John blames Sherlock for not protecting her, and shuts him out of his life.
Sherlock tries to figure out how to help John, but receives a posthumous message from Mary, asking him to save John in the event of her death.