Continuity mistake: The city railroad scenes were filmed in Spain, and many of the forest railroad scenes were filmed in Finland; in both of those countries, most of the railroad track is broad gauge (the rails are more than 5 feet apart). The plains and mountains railroad scenes were largely shot in Canada, where the rails are "standard gauge": 4' 8 & 1/2" apart. The rails can be seen to jump between far apart and closer together more than once as the movie progresses.
Continuity mistake: When Komarovsky meets Lara and she is wearing a red dress, he forces her to drink holding her fist. In the following shot he is pushing her drinking cup with his fingers.
Continuity mistake: While Katya plays with a toy horse, Yuri is sitting behind her with his head turned to his right-hand side. In the subsequent shot his head is turned to the left.
Continuity mistake: The book on the table in front of Tonya changes position and its cover rises a bit when Yevgraf sits down.
Continuity mistake: When Yuri, Lara and her daughter are riding in the sleigh on the way to the ice palace, the close-up shots show the three of them in the sleigh. In the wide shot where the sleigh goes over a bump, there is only one driver in the sleigh and no passengers.