When Charlie and Dolly Wilcox are hiding from Margaret Schlegel in the castle, the scene closes with low angle wide shot of the castle with a view of the sky behind it, revealing an aircraft contrail. There were no aircraft capable of leaving high-altitude contrails in the time period this movie is set in.
During the kiss with Paul, and during the music hall scenes, Helen is wearing a wristwatch. While wristwatches did exist at the time they were rare, and women normally wore a brooch type of timepiece. The wristwatch would not become common until the first world war, when they were given to soldiers to allow them to see the time while both hands were engaged.
When Miss Margaret Schlegel (Emma Thompson) comes down the stairs and first meets Mr. Bast (when he attempts to retrieve his umbrella), Margarete calls her sister "Helena" and not "Helen". Helena is the real name of the actress portraying the sister (Helena Bonham Carter), and "Helen" is her characters name.