(at around 40 mins) Holmes closes the door in a closeup shot, smoking his pipe. As the camera cuts to a wide shot, the pipe is gone.
The balloon goblet with the flies is alternately covered and not covered in successive shots.
In the Tower of London, the British guards are shown wearing the uniforms of the King's / Queen's Foot Guards (i.e. Buckingham Palace ceremonial guards with the tall bear skin hats) rather than the Yeomen Warders (Beefeaters), who are the real guards of the Tower. The Yeomen Warders do not wear the tall bear skin hats, like the King's Guards do.
Ann reluctantly turns up at Lady Conyngham's two days after the death of her brother, wearing a pretty white lace dress. Victorian etiquette about mourning was quite strict, and a sister would be expected to wear black mourning clothes for at least six months after the death of a sibling.
At c.10 minutes Holmes' left-hand fingers barely move and his right hand is equally immobile when he plays his violin, pizzicato, emphasizing that he is miming throughout.
The popular variety hall song "I Do Like to be Beside the Seaside" is performed at Lady Conyngham's party. This was composed in 1907, thirteen years after the film's 1894 setting.
A number of the men's clothing, hairstyles and facial hair were clearly contemporary which was typical of films of the period.
When Holmes is searching Moriarty's office, as he crosses to turn on a light, the wire from his lantern is visible.
As evening falls at Lady Conyngham's, crickets are heard to chirp - an unknown sound in England, especially close to London.
As Sir Ronald is about to open the cage to the crown jewels, he states that they are "the accumulated wealth of 10 centuries of English kings." However, the oldest artifact which is part of the crown jewels is the Coronation spoon which dates back to the 12th century. Given the setting of this film as being the late 19th century this would mean that there would have been 7 centuries worth of monarch's wealth (at best 8 if one includes the 19th century).