The preceding admonition by Sir Conan Doyle’s famous but fictional criminal investigator expresses an important maxim: theories should be crafted to incorporate acquired facts. All too often, however, conspiracist authors in the Marilyn-Was-Murdered-World have violated and continue to violate Holmes’ maxim. In some cases, they have twisted the facts; and in some cases, they have even created facts to fit their preconceived conclusion about Marilyn’s death; and all too often, the conspiracist authors have engaged in fallacious reasoning, which has been, and still is, often expressed by the following fallacious proclamation: since Marilyn Monroe would never have committed suicide, she must have been murdered. Those authors ignore the indisputable fact that Marilyn attempted suicide four known times during her life; and those authors proceed, then, to craft an illogical and often convoluted path to their foregone conclusion. In Mark Shaw’s recent publication, Collateral Damage, largely about the deaths of Marilyn Monroe and Dorothy Kilgallen, the author recklessly engaged in what Sherlock Holmes’ called a capital mistake. Shaw does exactly what the detective admonished investigators to avoid.