The Chicago policeman visiting Scotland Yard is armed and fires shots at a suspect in a London street. British police are not armed and it would not have been permitted for an American to behave in this way.
Holt tells the laboratory technicians that he wants to see the prints of the photographs, but is then given a negative to examine.
O'Reilly makes a comment that Grogan was talking "faster than Max Miller ...". Given that Max Miller was an English music hall comedian, known for his fast delivery of lines, how would O'Reilly know about this given that he had just arrived in the UK?