The name of the last Sherlock episode in season three was named Sherlock: His Last Wow. It was originally broadcasted on BBC One January 12th 2014, and now they have made it available in the BBC iPlayer until January 24th.
If you want to watch this special episode online on the BBC iPlayer, you need to get yourself an IP address in the UK. That can easily be done using a VPN provider which is very easy and efficient to use. In addition to giving you a UK IP they will also encrypt your Internet connection making sure that your private information stays private. I have written much more about that in some other articles, for example in my main article on how to watch the BBC iPlayer from abroad.
The best VPN for you to use if you want to watch the Sherlock episodes online on the BBC iPlayer, or maybe some other BBC iPlayer content, is the British VPN provider named HideMyAss. They have great customer service and good speeds on their UK servers, and in addition, they have a 30-day money back guarantee, making it very safe to use their services. Visit their website and get ready to watch Sherlock: HIs Last Wow or some other content online.
Be aware of the fact that the Sherlock episodes are only available for a limited amount of time, meaning that after January 24th in 2014 these episodes will no longer be available in the BBC iPlayer.