- When Mary is seeing to a very injured Watson, she asks Holmes (disguised as a doctor) how Watson was doing. Holmes excuses himself, and she asks him if that's the best he can do. Mary seems to have seen through Holmes's disguise. Without verbally acknowledging his true identity, she comforts him and tells Holmes that Watson had gone into this willingly and saw it as an adventure, and she encourages him to try to fix this situation. Knowing Holmes, he would know that she knew who he was, making it an important moment of understanding between the two of them.
- The moment when Holmes very awkwardly tells Watson that he's glad he survived the explosion.
- And when, having spent the entire movie subtly and not-so-subtly trying to break up Watson and Mary, he donates a big-ass diamond (liberated from Irene Adler, who in-turn liberated it from an Indian maharaj) for their engagement ring.
- The Reveal that Lestrade believed Holmes about Blackwood's plan to take over, and gave him the key to his cuffs. Lestrade and Holmes are often at odds with each other, but when push comes to shove Lestrade will trust Holmes.Lestrade: I hope you know what you're doing, Holmes. Here's the key.
- The departure of Irene Adler at the end of the first film:Irene: (with tears in her eyes and one running down her cheek, smiling) You'll miss me, Sherlock.Sherlock: Sadly... Yes. (he wipes away her tear and kisses her forehead before getting up to leave)
Holmes: "Just out of curiousity, what would that be?"Irene: (gives him a 'you idiot what do you think?' look)Holmes (embarrassed): "Ah."
- Kicked into Tear Jerker status in the reveal of her fate in Game of Shadows, where this exchange is retroactively given a great deal more weight.
- Before this Irene explains that she has been forced to work for Moriarty because he's threatened something she cares about.
- Holmes and Clarkie, an officer, have something of a friendship throughout the movie, and when a warrant is put out for the former's arrest, Clarkie finds Holmes, assures him Watson will be fine, and orders him to disappear before the others find him.
- Earlier on, after the maid scene, Clarkie had made a joke about his wife being a maid, leading Holmes to shut up until Clarkie clarified he was joking. In other words, Holmes kept quiet because he thought he had casually insulted Clarkie's wife.