The set used for Prof. Moriarty's hideout was used as a pub/bar in Sherlock Holmes e a Voz do Terror (1942).
The lines that Holmes quotes at the end of the film are a condensed version of William Shakespeare's lines from "Richard II" [ 2.1, 40-51]. He also mentions Shakespeare --- referring to him as "an old German writer" so as not to offend the Nazis --- near the beginning of the film.
During the sequence showing the trials of the new bomb-sight, several different types of aircraft are seen in the stock footage used. A Douglas A-20 (known in RAF service as the "Boston") takes off, then a Bristol Blenheim flies low past the camera, and finally a Vickers Wellington is seen for the rest of the sequence. The interior of the aircraft shown also appears to be a Wellington, recognisable by its unique framework of aluminium triangles.
Although credited as an adaptation of Arthur Conan Doyle's short story "The Adventure of the Dancing Men", the plot is an original story based on historical events (namely, the development of the Norden bomb sight, which allowed for far greater accuracy when bombing from high altitudes during daylight hours) which happened after Doyle's death. The only resemblance to the credited story is a cameo by the secret code of stick figure drawings. There is another moment taken from Doyle's "Sign of Four", and is a parallel to the sniffer dog's getting confused by two scent-trails of creosote. The trail of luminous paint is confused when some of the paint is picked up by the wheels of another vehicle at a crossroads and re-distributed for a distance in the wrong direction. And, of course, luminous paint is also a prominent detail in the most famous of all the Holmes tales, "The Hound of The Baskervilles".
Moriarty taunts Holmes by saying, "The needle to the last, eh, Holmes?" This appears to be a reference to Sherlock's cocaine habit, an important character element from the books. This could not be depicted openly in this series, due to film taboos of the time.