Short Update
I had my coffee in bed this morning (a day off to attend graduation functions) and polished off another Campion mystery, The Gyrth Chalice Mystery (published in the US as Look to the Lady). It's again one of the earlier Allingham novels; the plot is closely tied to the story of the Holy Grail and the Matter of Britain which is why I suppose someone felt that the American version had to have a different title. (They assumed we wouldn't get it.) While the basic premise of the book is just as flakey as that of The Da Vinci Code, I love properly reverent Arthuriana and thus was willing to cut Gyrth Chalice more slack.
Here's a lovely article on Albert Campion.
Update: Here's a 2006 essay on Allingham and her detective from the Guardian.
Further Update: From my very own archive.