When Stapleton points out a rare orchid he's found on the moor, we see a huge pink orchid of the kind sold in supermarkets as a table decoration. The orchids of Dartmoor are small wildflowers.
When Holmes and Watson are seen at Exeter railway station, behind them is a truck marked "SR". This would refer to Southern Railways, which was not formed until 1923, some time after the period the film is supposedly set.
Although Watson's revolver in the film is a Webley Mk I, which would have (just barely) been in use at the time the story is set (1888), during his own time of service in Afghanistan (pinned down as encompassing 1880 when he was wounded at the Battle of Maiwand, invalided out in 1881), the service revolver would have been an Adams type revolver, a very different-looking piece. Though officers could buy their own sidearms as long as they chambered service ammunition, it would have been impossible to Watson to have obtained a Webley as the Mark I, the first of the type, was not introduced until 1887.
At one point, someone wearing blue jeans is clearly visible at the left side of the screen.
A long-shot of the train supposedly traveling westwards from Paddington Station (West Central London) to Dartmoor (Devon) affords a clear view of St Paul's in the background. St Paul's is in the City of London, and is several miles eastwards of Paddington.