The ambulance Lanyard and Jamison are riding in makes a left turn at the same corner twice - once before it stops to pick up the air raid warden and once after.
At the beginning of the film the streets are shown as being lit up, the lights only going off as the sirens went off. In fact there was a total blackout on the streets during the war so that no lights were supposed to show. Each day the newspapers published a time by which all streets were to be blacked out.
In the first air raid shelter scene, the word "Exit" appears with an arrow. In England, the words "Way Out" are used, not Exit.
When Lanyard is in the basement of the nightclub (the spies' headquarters), air raid sirens start sounding, then a flight of single-engine biplanes is shown. The German Luftwaffe never bombed London using biplanes in WWII. Also during the raid, a four-engine FW-200 Condor is shown flying with its landing gear down, and the stock footage used has been reversed as can be seen by the backwards swastika on the tail. That type of airplane also never took part in the bombing of London.
In the beginning of the film, we see the "blackout" taking place as the air raid sirens are going off. However, this is visualized by fading out the entire shot as one can note that all the cars' headlights go out at the same time as the streetlights do.