Continuity mistake: The dead body Wally discovers in the house has its head straight in the long shots, but canted to the right in the close ups.
Continuity mistake: After Mrs. Monteith hands MacGregor's letter to Lestrade, she walks behind Watson and begins to walk behind Holmes when the shot changes. In the next shot, which focuses on Holmes opening Lestrade's envelope, Mrs. Monteith has disappeared.