As is made quiet clear in both modern adaptions of the Great Detective, Sherlock Holmes is not known for being an outwardly social person. Going so far as to say that unless it has something to do with a case or research, Holmes tends to avoid people all together unless absolutely necessary.
Canonically much the same can be said of Sherlock Holmes. Rarely, if ever, are we shown occasions where Sherlock Holmes partakes in excursions purely for enjoyment, and never with the soul purpose of associations with other people, except Watson.
We do see on occasion Holmes enjoying a solo trip to listen to some of his favorite music. And it can be said that Watson does indeed accompany him on some of his musical outings.
If it can be said Holmes develops a hobby, he also, later, has his bees.
However, both of these, along with his violin playing, are all rather solitary pursuits. All requiring only the minimum interaction with his fellow human beings.
This illustration shows Holmes seated amongst the crowd listening to music. But even here, as portrayed by Sidney Paget, the seat next to Holmes is empty.
This illustration is often labelled, "All afternoon he sat in the stalls."
We also know he had a couple of other pursuits suited more for individual achievement, baristu and fencing. Both require people to train with, but no other interaction.
Fencing, baristu, and bee-keeping would probably be more categorized as recreational than social anyway.
My question here is; Other than the ones listed above (which I don't consider social) are there any occasions in the Canonical Holmes of Holmes actually doing something purely for social reasons? Are we ever made aware of any social event Holmes attends that is not part of an investigation or his work?