Many versions of the coat that Sherlock wears are used in filming, but the original, used in the pilot, was bought by Mark Gatiss who later gave it to Benedict Cumberbatch as a birthday present.
All lives end; all hearts are broken. Caring is not an advantage, Sherlock.
In the American (PBS Masterpiece Mystery) broadcasts of this series, certain letters in the closing titles are highlighted red. These letters spell out a word that somehow relates to the episode. These highlighted letters don't occur in the closing credits of the original airings of the series (on BBC) though.