Continuity mistake: In the train yard scene when Le Biche and Colonel Von Windheim are watching for the trains to switch to the right tracks a pipe is tossed onto a chair and tobacco spills out, but when the camera is panned away and comes back the tobacco is nowhere to be seen.
Factual error: Near the end of the movie, the prisoners are on the front of the locomotive with the German officer. The colonel is in the cab with the engineer and says "10 miles an hour, no more." Germans use metric - so the speed should've been given in kilometers per hour.
Revealing mistake: When Col. Franz von Waldheim first encounters Mademoiselle Villard at the museum and walks away from her to turn on all the lights, the wall to the right bounces like canvas as he operates the switch.
Other mistake: When Papa Boule kicks Labiche off his train and tells him to throw the switch (turnout) Labiche actually operates one behind the train, not in front of it.
Continuity mistake: Le Bic only dismantles one rail, but when the train drives over both rails spread.
Continuity mistake: Le Biche uses a pair of pliers to get the pipe out, but as he pulls the pipe out they vanish.
Answer: In several location throughout France, from Paris to Mertz, with many scenes being filmed on location. You can find more details on IMDB or Wikipedia.
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