Continuity mistake: The money boxes Steed is stacking at the end keep changing positions between shots. And though they're supposed to be full of half-penny coins, the ease with which he lifts and carries them makes it obvious that they're empty.
Continuity mistake: In the opening scene, Dr. Gray works at his drawing board while smoking a cigarette. From one shot to the next, as he looks up at the intruder, the cigarette disappears and he's smoking a pipe instead.
Continuity mistake: When Steed first spies the satchel full of money in Unwen's flat, the bills are stacked flat in horizontal piles. But in the next shot, the currency bundles are vertical and tilted at an angle.