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.
The film depicts Watson pressing Holmes to meet his fiancée, Mary Morstan. Holmes is reluctant to do so. In the original stories by Sir Arthur Conan Doyle, Mary Morstan is introduced as a client (in the novel "The Sign of Four"). She and Watson fall in love while he assists Holmes in her case, and he proposes to her at the end of the novel.