Some brief research on my part indicates he did visit North America and as a child was an avid reader of Wild West stories. For those who have not read A Study in Scarlet, these days I'd recommend downloading the entire Sherlock series. In iBooks, versions of it range from free to very inexpensive. For this particular story, it's composed of two parts. Part 1 is in London. Part 2 starts in the U.S. West and for a moment you might think you've started a new story that has nothing to do with an English detective in London. I don't know if it is stated anywhere if he is English vs Scottish, as the author is.
(Dickens.Stanford.Edu)
Very nice quote, and thanks for posting it.
I hadn't known that, but it doesn't really surprise me. In any case, to dream of creating and crafting 'well researched historical romances idealising British history' is by no means the worst vocation ever conceived by a well known writer!