The building used for 221b Baker Street is actually 85 Redchurch street in East London.
In the opening, Watson arrives at the park wearing a Hound of the Baskervilles t-shirt.
When Watson comes downstairs, she is wearing a shirt with the Batman logo. Sean Pertwee, who guest stars on the episode, is starring as Alfred Pennyworth on Gotham (2014), a prequel to the Batman series.
Sherlock's London flat is 221b Baker Street, the same address that Sir Arthur Conan Doyle assigned to the original Sherlock Holmes character.
The address Sherlock calls Watson to, 360 Purcell St, is not in fact an abandoned theatre, but a council estate.