A friend of mine has just gotten into Lord Peter Wimsey via the audiobooks and I'm reliving the delicious memories of having discovered him back in the 1970s when I saw Murder Must Advertise on Masterpiece Theatre. I confess to raiding my college textbook funds to buy, two at a time, the Wimsey novels in paperback (from Providence's old Paperback Books on Weybosset Street, cattycorner from the Outlet). They were $1.25 at the time, and I remember Mom being wide-eyed when I spent $3.95 for the trade paperback collection of all the short stories, Lord Peter. Murder Must Advertise has always remained my favorite of the books, followed by The Nine Tailors (Dimity, John, Jericho, Jubilee, Gaude, Saboath, Tailor Paul and Batty Thomas...that's all from memory...LOL).
Sayers stopped writing the books after Busman's Honeymoon so she could give full time attention to translating Dante, but she left an unfinished manuscript (Thrones, Dominations, which was completed by Jill Paton Walsh, who later did two other Wimsey novels), and, during World War II, she publishing a series of fictional letters from the Wimsey family and friends (including Miss Climpson, the Reverend Venables, Mr. Ingleby from Advertise and others) in the British magazine "The Spectator."
If you've been curious about "what happened to" in Sayers' mind:
"The Wimsey Papers," Part 1
"The Wimsey Papers," Part 2
Good heavens, Lord Peter even has a page of tropes on TVTropes.org. (Don't worry; you have to highlight the blocks to see any spoilers.)