Looking For a Particular Sherlock Holmes Story?

I'm looking for a particular Sherlock Holmes story. I don't remember if it was one of the longer stories, or if it was one of the smaller stories in the Sherlock Holmes collections. I know it was one of the original Sir Arthur Conan Doyle stories, and I'm leaning more towards it being part of a collection. All I really remember, though, is that in this particular case Sherlock and Watson were on a train to somewhere off in the country, and Sherlock made the comment while looking out the window of how sparse the houses were and how a criminal could really do anything he/she liked in such a small area, so far from the bustle of people. Does anyone know what case this is?