The text of the note that Holmes leaves Watson on the packing crate reads: "Come at once if convenient. If inconvenient, come all the same." This quote is taken directly from the opening lines of Holmes creator Sir Arthur Conan Doyle's Sherlock Holmes short story "The Adventure of the Creeping Man".
The fifteen-second on-screen dance between Jude Law and Noomi Rapace in the gypsy camp took three days to shoot.
Watson is called "John H. Watson" in the Sir Arthur Conan Doyle stories, except for one brief scene in "The Man with the Twisted Lip" when his wife calls him James. This puzzled scholars for years until Dorothy L. Sayers suggested that the H stood for "Hamish," the Scottish equivalent of "James." In the film, Watson's middle name is Hamish.
The slow-motion work in the film was done by Gavin Free, an English filmmaker who works for Rooster Teeth Productions, and is known for his web series, The Slow Mo Guys, on YouTube.
In 2003, Sir Stephen Fry (Mycroft Holmes) appeared on the UK quiz show Celebrity Mastermind. His special subject was Sir Arthur Conan Doyle's Sherlock Holmes, including a question on Mycroft Holmes. He chose this topic because he loved Sherlock Holmes stories as a child, and at the age of ten, was the youngest member of London's Sherlock Holmes Appreciation Society.