In Red-headed League from The adventures of Sherlock Holmes, a character named Wilson describes a weird sight of hundreds of red haired men crowding the area to Holmes. By his account he had been really shocked by this crowd, yet he says 
'I should not have thought there were so many in the whole country as were brought together by that single advertisement.'
By context I think he means he wouldn't've thought it, but I don't...understand the use of 'should not have' here..