Sherlock Holmes: Uh, hmm... Right. Where are the wagons?
Madam Simza Heron: The wagon is too slow. Can't you ride?
Dr. John Watson: It's not that he can't ride... How is it you put it, Holmes?
Sherlock Holmes: They're dangerous at both ends and... Crafty in the middle. Why would I want anything with a mind of its own bobbing about between my legs?
When they are running through the woods, the marksmen shoots one of the fleeing gypsies. The scene goes to slow-mo and we see the bullet goes through him and hits the tree behind him. When the scene switches to the women watching him fall, the tree behind him is unmarked.
The final chess match between Moriarty and Holmes is based loosely on a famous chess match between chess masters Bent Larsen and Tigran Petrosian. The match involved the sacrifice of a queen and a surprise checkmate, thus mirroring Holmes' apparent sacrifice of himself to stop Moriarty.