The Ransom
One Day, Holmes and Watson were visited by Inspector Lestrade.
Holmes looked at him a bit curiously and after a while he asked:
"Now, my dear Inspector, it is obvious that you got problems with Moriarty again. So, what did the Professor do this time?"
Lestrade sat down, grumbling:
"Maybe I should have come here earlier. Well, the fact is, that he had kidnapped the son of one man from the affluent society.
His ransom note said, that a valuable diamond should be brought to a phone booth in the middle of St. James's Park. We had plainclothes police officers, who surrounded the park, intending to follow whoever comes and take the gem with him. Now, Moriarty's victim arrived at the phone booth and followed instructions but we were unable to prevent the diamond from leaving the park and reaching this crafty villain."
"And now you want us to help you find the diamond, right?"
Lestrade nodded.
"But", Watson interrupted, "how did Moriarty get the diamond out of the park without that anyone was able to arrest him or at least one of his henchmen?"

Yes, what did the Professor do?
(Scroll down for the answer)
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Answer
When the man reached the phone booth he found a carrier pigeon in a cage. It had a message attached telling the man to put the diamond in a small bag which was around the pigeon's neck and to release the bird. When the man did this, the police were powerless to follow the bird as it returned across the city to its owner.

Based on a true story from Taiwan.