In "The Final Problem", Watson finds the note on a boulder covered with vines, and the walking stick leaning against the boulder. In "The Empty House", Holmes sets both the note and the stick on top of a bare boulder.
When Colonel Sebastian Moran is firing his rifle from the empty house at what he thinks is Sherlock Holmes, the rifle has a traditional flintlock firing mechanism operating at close range, albeit without generating a spark. As the rifle in question is revealed by Holmes to be an air-rifle and is indeed pressurized by Moran beforehand by use of a crank, such a mechanism would be useless. It seems unlikely that Moran, a master marksman, would have the lock on the weapon purely for show as its operation would impair his aim.
When describing how he survived the Reichenbach Falls, Holmes explains (with the help of flashback) that he simply overpowered Moriarty and pushed him over while he remained safe. However, the original scene of the incident, which is replayed at the beginning of this episode, clearly shows the two of them entangled and falling together.
The exact same painting of a tree can be seen on the wall of the murder victim's room at 03:31 and again on the wall of Dr. Watson's consulting room at 21:33.
As Holmes explains how he escaped from Reichenbach Falls and Watson says, "Heavens above!", the boom mic is briefly reflected in the top left of the frame holding Holmes' farewell note.
Near the end of the movie, Watson does not bite the rounded tip off the cigar before lighting it.