Gambit mentions joining the navy at 15. In real life, Gareth Hunt actually did drop out of school to join the merchant navy at that age.
As Purdey looks through John Steed's files in the archive, she passes several boxes labeled Cathy Gale, Emma Peel, and Tara King.
The fake brick wall with the graffiti "Killroy was not here" also appeared in the first season.