FAQ for
The Hound of the Baskervilles (1959)

A series of Sherlock Holmes movies was planned by the studio with Peter Cushing in the starring role, but because HOUND OF THE BASKERVILLES made a much poorer showing at the box office than Hammer's monster movies and vampire films, the series idea was scrapped.

A search brings up quite a few, but in those projects that technically qualify as movies - approximately 25. Many of those were films where both actors received top billing, but may have shared few (if any) scenes together, including the much lamented SCREAM AND SCREAM AGAIN (1970), in which Cushing, Lee and Vincent Price starred, but the three of them never appeared together in any scenes. Most of the Cushing/Lee colloborations involved Hammer's "Dracula" series.