The Turner Classic Movies Web site summarizes the plot of 1942’s Sherlock Holmes and Voice of Terror thusly: “Although Universal [Pictures] never made a true adaptation of any of [Arthur Conan Doyle’s Sherlock Holmes] stories, they borrowed plot elements for all of them. For Sherlock Holmes and the Voice of Terror, they drew primarily on ‘His Last Bow,’ a 1917 story pitting Holmes against a German spy on the eve of World War I. Although the idea of Holmes helping the British government track down a spy--and even the spy’s name, von Bork--were retained, most of the story was original, with the detective this time enlisted at the height of the [Second World War] to help track down ‘The Voice of Terror,’ a German agent posing as a British noble in taunting radio broadcasts designed to break British morale. That plot twist was inspired by the activities of ‘Lord Haw-Haw,’ who actually was several different Nazi agents who, like Axis Sally and Tokyo Rose, hosted a radio show sending Axis propaganda to the Allies.”
More information about this film can be found in Wikipedia.