|The building seen in the background is called Trafalgar Quarters|
The small entrance featured in the film can be seen on the left building, with an identical door on the building to the right.
The exterior sign with Russian soldiers seen marching in the background can also be seen later in the film, when General Gogol and the curator of the hermitage arrive to examine the Romanov star, although they are not seen entering the building.
Part of the scene where the two soldiers are saluting General Orlov as he enters, was for some reason cut from at least one of the limited edition DVD boxes.
The man playing Lenkin can of course be recognized from The Living Daylights, where he portrayed the pipeline supervisor at the Czechoslovakian plant. The man is Peter Porteous, who was British actor and his supporting roles in the two Bond films may perhaps be explained by the fact that he was married to Emma Porteous, who was the costume designer in Octopussy, A View to a Kill and The Living Daylights.