When Roy and Myra are coming out of the Underground station after the air raid near the beginning of the film a traffic light is clearly visible in the top right hand corner. There were no traffic lights in London until 1931.
At the beginning of the movie, Roy asks his driver to let him off when they reach Waterloo Bridge so that he can walk across, and have the driver pick him up at the other end. The film proper is a flashback that takes place during his stroll. But in the final shot, when they should be driving away from the bridge, we see them starting to drive across it.
When Roy runs to the carriage to tell Myra they can marry, he lists her vitals to her and pronounces Warwickshire betraying his American nationality by pronouncing the second W in the shire's name. in England that word is pronounced Warrickshire, the second W is silent.
When Roy travels back down to London from Scotland by express train, the train shown is a Great Western Railway one which did not serve Scotland as it only served routes from Paddington (London) to the West of England and Wales.