A Scandal in Belgravia - S2-E1
Continuity mistake: At Buckingham Palace, Watson has just sat down next to Sherlock. There is a red pillow between then on the couch. It moves, sometimes sitting straight and sometimes tilted, between shots throughout the scene. (00:14:45)
A Scandal in Belgravia - S2-E1
Continuity mistake: We see John come into the room and stand next to Mrs. Hudson and put on his coat. After a few shots Mrs. Hudson walks away with the plates and says, "Lovely tune, Sherlock..." As she's walking away we see John isn't wearing his coat, and he puts it on again. (00:50:00)
A Scandal in Belgravia - S2-E1
Continuity mistake: Near the end, when Mycroft is talking to Watson, he folds his hands and places his head on them. However, in the next shot, his hands are a couple inches away from his face.
Chosen answer: That line of dialogue has never actually been spoken in any of the Sherlock episodes, during seasons 1-4. However, that line is written in someone's fan-fiction story online, where it's said by Sherlock and directed at Anderson.
Super Grover ★