There was a sketch with John Cleese decades ago that sounds like it was from 'Python' but is not in the complete set, so does anyone recall where it is from?

Cleese played a detective who followed Sherlock Holmes' approach to the letter, so when he investigated the crime scene he deduced things like 'the carpet had a very short pile, so a goat must have grazed it: the murderer has a goat with him'. The result ended up with a description of a one-legged man, carrying a goat, blah, blah; at the end of the sketch Cleese drew back the curtain at the window to reveal a one-legged man, etc