Revealing mistake: When Steed comes out from hiding behind the spiral staircase and wall, the rim of his hat touches the wall, which wobbles, revealing a fake wall. It's very noticeable, because there is a shadow cast from the staircase to the wall where you can see it moving.
Continuity mistake: When Steed, Mrs Peel and their travelling companion Mr Smallwood arrive at the pub, it is pitch black. However, when Smallwood leaves a few minutes later to go and visit his brother, it is fairly light again. All subsequent shots of him outside continue to be well lit, whilst in the shots looking out from the pub it is dark.
Factual error: Major Robinson threatens Steed with a revolver equipped with a silencer. A military officer would certainly know better. Though it's a common movie and TV cliché, it is a glaring error. Revolvers are open-chambered, allowing sound to escape out the back of the barrel - so they can't be silenced. There are rare exceptions if the gun is heavily modified to close the open chamber gap, but that does not apply to the weapon featured here.