Tanya has blonde hair in all of the cut scenes, but in-game she's a brunette.
In this series, time travel has created an alternate reality diverging from ours in the 1920s, which is in many ways more advanced than ours. Most apparent anachronisms and factual errors regarding technology, culture, design, etc., are redundant at best, and internal plot holes at worst.
There are numerous apparent inaccuracies in the depicted layout of Sydney, Australia, particularly regarding the Opera House. Since the game is set in an alternate history which diverged from ours in the 1920s, the city could have been built along different lines, with the House on a different site.
In some of the intro stage cut scenes, the moving pictures are obviously the same pattern and looping.
A major plot point is that the Golden Gate Bridge has been destroyed by the Soviets before the game begins. But in the intro scene when the jets went under the bridge, the bridge was in perfect condition.