The mansion that King George V and Queen Mary visit after Downton Abbey, where the ball is held at the end of the film, is Harewood House. Although the name of the village is pronounced as it is spelled (Hare-wood), the House and the title Lord Harewood are perversely pronounced Harwood, as was correctly done throughout the film.
As in this film, in the 2007 film Harry Potter and the Order of the Phoenix (2007), from the beginning the characters played by Imelda Staunton ("Dolores Umbridge") and Dame Maggie Smith ("Professor McGonagall") were also at odds with each other. One of the things "Umbridge" liked to do was throw around (and hold over others) the names of the more powerful people she had connections with in order to get things done her way.
When Major Chetwode meets Tom and Bertie and asks Tom for a drink Bertie asks Tom what it was about. Toms line about a leopard changing some of its spots comes from something Bertie said about Lord Grantham in the sixth season of the series.
Mark Addy, who portrayed 'King Robert Baratheon' on "Game Of Thrones", plays 'Mr. Bakewell' in the film. This makes him the 8th actor to have appeared in "Game Of Thrones" and "Downton Abbey." The others are Rose Leslie, Iain Glen, James Faulkner, Richard E. Grant, Simon Lowe, Martin Walsh, and Ron Donachie all appeared in this "Downton Abbey" series.
Allen Leech and Max Brown were both in the TV show The Tudors (2007). Max Brown played Edward Seymour, Jane Seymour's brother. Allen Leech played Francis Derham, a courtier who was killed because of his relationship with Catherine Howard.
The name of the green grocer is Mr. Bakewell. In the DA series in Season 3, Ethel the now cook (former housemaid at Downton who became pregnant) for Isabel comes home upset that Mrs. Bakewell had refused to serve her due to her being a former prostitute, however Mr. Bakewell did albeit reluctantly. Bakewell is also the name of a village in Derbyshire famous for it's Monday market with all varieties of produce, meats, dry goods etc. This is likely where the name of the grocer came from.
The trivia items below may give away important plot points.
Bertie, the Marquess of Hexham, is offered and turns down the position of assistant to the Prince of Wales (later Edward VIII) on his trip to Africa in 1928. In real life, the position was taken by Alan (Tommy) Lascelles, cousin of Princess Mary (the King's daughter) and Henry, Viscount Lascelles whose relationship is explored in the movie.
When shooting the final scene between Mary and Violet, where the second informs the first that she's sick, Maggie Smith changed the original line ('I do not have long to live') to 'I may not have long to live', implying she may not be ready to have her character die.