Continuity mistake: In the train yard scene when Le Biche and Colonel Von Windheim are watching for the trains to switch to the right tracks a pipe is tossed onto a chair and tobacco spills out, but when the camera is panned away and comes back the tobacco is nowhere to be seen.
Continuity mistake: Le Biche uses a pair of pliers to get the pipe out, but as he pulls the pipe out they vanish.
Continuity mistake: Le Bic only dismantles one rail, but when the train drives over both rails spread.
Answer: In several location throughout France, from Paris to Mertz, with many scenes being filmed on location. You can find more details on IMDB or Wikipedia.
Bishop73