When the telegrapher announces what the government officials want done with the train and its on-board monster, the telegrapher says that the train is to be shunted to a dead-stop side track, further up the line. The interrogator asks, "Upon who's order?" and the telegrapher answers, "Moscow orders it." Until the Bolsheviks gained control of Russia, Petersburg was still the capital. Moscow was restored as capital in 1918.
Correction to the first entry. In 1914 the name Saint Petersburg was changed to Petrograd. Moscow became the capital on March 12, 1918, after the first Russian revolution, but before the Bolshevik seizure of power in October/November, 1918.
The opening credits say the movie takes place in Peking, but all the railroad station sets have signs that say "Shanghai" in Chinese. The cast's dialogue also refers to their train trip starting in Shanghai.
The cave where the creature is discovered is identified as being in Manchuria, the far north eastern region of China, but is also identified as Szechuan province, which is located far from Manchuria in western China.
In a brief panning scene of the train speeding through the night in the snow immediately following the scene where the the guards force open the crate, it can be easily observed that it is actually a small scale toy train and not an actual train.