The opening sequence showing the Edinburgh Express preparing for departure uses very short clips from Rome Express (1932).
Alan Mowbray had previously appeared in two other Sherlock Holmes movies--Sherlock Holmes (1932) and Sherlock Holmes: Une étude en rouge (1933). Alan Mowbray, who plays Maj. Duncan-Bleek, played Lestrade to Reginald Owen's Holmes in the 1933 production of Sherlock Holmes: Une étude en rouge (1933).
The film's plot is a mostly original story not directly based on any of Arthur Conan Doyle's Holmes tales, but it uses minor plot elements of "The Adventure of the Blue Carbuncle," "The Adventure of the Empty House," "The Disappearance of Lady Frances Carfax," and "The Sign of Four."
One of several titles in the Sherlock Holmes series whose original copyrights were apparently not renewed and have thereby fallen into public domain; as a result, seriously inferior copies are presently being offered by a number of DVD dealers who do not have access to original studio masters. Le train de la mort (1946) is one of four films films in the series which are in the public domain. Le train de la mort (1946) is available for free download at the Internet Archive.
About 30 minutes in, a train travelling in the opposite direction passes at speed. It bears three lamps on the locomotive, including one on the top of the smoke box door below the locomotive chimney, which would indicate the Royal Train. Normal expresses bear only two lamps, one on either side of the buffer beam.