Factual error: Diana Mitford was never "Lady" Diana Mitford. The daughter of a baron, her title was "the Hon. Miss Diana Mitford" before her marriage. When she met Mosley, she was "Mrs Bryan Guinness."
Black Shirt - S6-E2
Factual error: Sir Oswald Mosley is shown sitting in Parliament in 1933. He actually never sat as an MP after 1931.
Factual error: Moss is apparently now a chief superintendent. This rank was not widely used in England until 1949 and was not in use in Birmingham City Police until at least that time.
Factual error: Birmingham Urban District Council is mentioned. There was no Birmingham UDC. Birmingham was a County Borough with City status, not an Urban District.
Answer: There has never been prohibition in England. There are many reasons for running an underground distillery. It would be a way to avoid things like government regulations, safe distilling methods, alcohol content limits, taxation, fix pricing, and so on.
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