Appeared in The Strand in 1891, also published in The Adventures of Sherlock Holmes.
Story code:
A young man seeks the aid of Sherlock Holmes after both his uncle and father has died under mysterious circumstances. It appears both men recieved an envelope signed 'KKK' and containing five dried orange pips shortly before death. Holmes decides that the young man is in danger an promises to help him, but he is killed later the same night. After some detective work Holmes figures out the names of the perpetrators but is unable to catch them since the ship they're on sinks in the middle of the Atlantic.
In my opinion this is a rather weak story, mainly because Holmes' passiveness. He could easily have avoided the death of his client by accomanying him home, but still sends him away on his own. He doesn't do much sleuthing in this story apart from identifying the KKK as the Ku Klux Klan (which comes as no surprise for a modern reader, but maybe things were different back then) and frankly does not influence the events at all, even though he is supposed to be the main character.

The story ends rather abruptly, just when one expects the hunt for the criminals to begin, with a deus ex machina; this is never a Good Thing in a short story.