Factual error: The local police constable wears the divisional letter 'H'. H Division of the Metropolitan Police covered Whitechapel. While it is never specified where the upper middle-class Cherry Tree Lane is, it's certainly not in Whitechapel, which was a solidly working-class district in the heart of the East End. He also wears his letter and number on his helmet plate, a 19th century practice that had been abolished by 1910.
Continuity mistake: During the first few scenes, you see Jane is missing a tooth but the tooth disappears and reappears throughout the film.
Continuity mistake: When Mr. Banks takes the children to the bank, and they meet the directors, first the children are standing close together, with Mr. Banks right behind them. Later, when the elder Mr. Doors is talking to them, Mr. Banks is next to Michael and the children are farther apart. Later still, when we see Michael close up, Jane is out of the shot altogether, meaning that she is even farther away from him than previously.
Continuity mistake: When the bank executives are basically harassing Michael to give them his money, there is a shot where they are singing and marching forward and force the children to back into the wall. There is a pattern of large squares on the floor, and the men in the back are on the inside edge of the square. Then the camera goes out for a long shot so Mr. Dawes can talk about the banks of England. Now he is standing on the edge of the square. When he finishes his little speech, in the next shot they are standing back in the original position.