Factual error: When the train is travelling away from Paddington Station, the locomotive does not have a number on the buffer beam, but has a number plate on the smokebox door. It also has a large 'British Railways' symbol on the tender. In 1940, the Great Western Railway would have had the number on the buffer beam and a either a small GWR logo on the tender or Great Western in full. British Railways wasn't created until 1948.
Factual error: During the opening WW2 battle scene, the German pilot's boots have modern Vibram soles. (00:01:00)