Watson's line to Holmes, "You know that what you're drinking is for eye surgery?", is an obscure reference to Holmes' cocaine usage. At the time, cocaine was used as a topical anesthetic for eye surgery. In the stories, Holmes injects cocaine.
Robert Maillet (Dredger) accidentally knocked out Robert Downey Jr. (Sherlock Holmes) while filming a fight scene.
After Guy Ritchie signed on as the director, he insisted that the two most common clichés of Sherlock Holmes, the "Elementary, my dear Watson" quip and Holmes' deerstalker, be dropped entirely.
After examining Lord Blackwood's coffin, the line that Holmes and Watson deliver in unison, "The game's afoot; follow your spirit: and upon this charge, cry--God for Harry! England and Saint George!" is from William Shakespeare's play Henry V.
Attempting to escape the clutches of wearing a tight corset every morning, Rachel McAdams would trick the costumers by pushing her stomach out or eating a big breakfast of oatmeal before being laced up. However, they eventually caught on to her ruse.