At an event Bushiroad Strategy Announcement Stage, PSP adventure game "Tantei Opera Milky * Holmes" was announced to get an anime adaptation. The game itself will be released this winter.
Milky Holmes game official website
The story takes place in an imaginary world in "the Age of Detectives", where private detectives and phantom thieves overwhelm the cities. It's about four girls who aim to be great detectives.
Bushiroad Press Conference at Niconico Live (closed)
Milky Holmes official blog