As Steed turns the tuba to point it out of the window, the bomb falls out. Then when Mrs. Peel arrives, things have been damaged that were intact immediately following the explosion, including the tuba.
When the model missiles are first placed on the map, their positions are marked in a square-ish way. Later, the actual positions are both different locations from before, and marked differently, as circles.
After the nanny has shot at Steed and he got away in his car, there is a close-up of the car's windscreen. If you look closely, you can see that the bullet holes are not real but actually stickers made to look like bullet holes.