In Episode 11 ("Down Where the Dead Delight") , a bomb detonates in a morgue, forcing Holmes and Watson to solve a murder without any physical "pieces" of evidence.
While the artwork in Episode 20 is the most direct literal match, "piece" could also refer to: Elementary - Season 4
The "piece" in question leads the duo into the world of high-stakes art, where they must determine if the victim was killed because of what the artwork represented or a secret it contained. In Episode 11 ("Down Where the Dead Delight")
Season 4 heavily focuses on Sherlock’s estranged father, Morland Holmes (played by John Noble), who arrives in New York to "fix" his son’s life. His presence is a major missing piece of Sherlock's backstory that is finally explored. a bomb detonates in a morgue