Continuity: Flower pot is missing as Steed continues down the street.
Revealing mistakes: Snowflakes on hands and face should melt.
Audio/visual unsynchronized: During the scene in the boardroom with the teddy bears, De Wynter says that anyone who wishes to leave can do so, and a payment of one million dollars will await them. However, he clearly mouths the word "pounds" instead of "dollars."
Revealing mistakes: When Steed and Mrs. Peel are drinking tea in the car, from the way the sun shines through the cups it is clear that there is no liquid in the cups.
Continuity: Towards the end of the movie, the Westminster clock (AKA Big Ben) is destroyed by a lightning strike. The very last shot of the film shows a wide angle of Westminster, and the clock tower is restored.
Continuity: When Steed and Peel are being chased by Bailey's flying insects, we see Bailey's control panel, with red lights that correspond to the number of insects flying. The screen shows fewer and fewer lights as the bugs crash. Only 2 insects are left at the end, but the control panel shows more than 2 red lights.