The policeman says to Baxter 'It's not a Penny Dreadful'. He's referring to the popular Brit version of cheap, sensational pulp fiction sold in weekly installments in the late 19th century. They were very melodramatic, so he was telling Baxter the trial would not be like a Penny Dreadful.
Molesley's comment "all that's needed for evil to triumph is that good men do nothing" is commonly though to be a quotation coined by the Irish essayist Edmund Burke who lived in the eighteenth century. However it was actually first said some fifty years later by philosopher and economist John Stuart Mill.
At 42:00, Bates sarcastically remarks, "We're not striving for a setting by Diaghilev." Serge Diaghilev (1872-1929) was the founder of the ballet company The Ballets Russes, from which many famous dancers and choreographers would arise.
Matthew Goode (Henry Talbot) and Allen Leech (Tom Branson) starred together in the Imitation Game (2014).