Saint Petersburg was formerly referred to as Leningrad and was also the location of the Bloody Sunday Massacre in the year 1905. At the time, Russia was losing in a war against Japan in the east; depsite how large the frigid country was, word of that loss was able to travel to the larger cities, especially Saint Petersburg, which forced tensions to run high.
Something that has recently struck me as interesting was the location of 221B Baker Street. Why did Doyle decide to place his protagonists in this particular place? An important thing to point out at this point, is that there is no real 221B Baker Street.