The FX limited series, was the third-most nominated program in any category this year after "Game of Thrones" and "People v O.J. Simpson".
But it only turned two of those nods into wins-- sound editing and cinematography, both at the Creative Arts ceremonies, last weekend, meaning that it scored no victories at all during primetime telecast.
Another acclaimed series which did not feature in the winners list was Kevin Spacey-starrer "House of Cards".
"Silicon Valley", which was the most nominated comedy series with 11 nods, did not win a single Emmy on the primetime telecast.
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Maslany picked up the lead actress trophy on her second nomination for BBC America's "Orphan Black".
Playing more characters on a regular basis than anyone else on television, Maslany earned this one with four seasons of seamless performances.
Another surprise was Ben Mendelsohn of "Bloodline", who won best supporting drama actor.
Mendelsohn triumphed in a field that included former winner Peter Dinklage, Kit Harington (both of 'Game of Thrones'), Jon Voight ('Ray Donovan'), Michael Kelly ('House of Cards'), and Jonathan Banks ('Better Call Saul').
"Sherlock" has a history of pulling off upset wins at the Emmys, but not many expected the one-off holiday special "Abominable Bride" to topple HBO's heavyweight LBJ bio-pic "All the Way".