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The whole show basically got greenlit because of a train ride. Moffat and Gatiss were chatting about how much they both loved Holmes on the way to the Doctor Who offices in Cardiff, and Moffat went home and told his wife Sue Vertue about it. She's the one who pushed them to actually pitch it to the BBC.
Martin Freeman turned up to his first Watson audition in a foul mood after having his wallet stolen, and it apparently came across as him being uninterested in the part. Thankfully he was in much better spirits for the second audition and it worked out fine.
The original plan for Series One was six standard hour-long episodes. After the pilot was shot in that format, the BBC decided to turn it into more of a TV event and asked for three feature-length 90-minute films instead. Moffat's actually credited that change as one of the reasons the show survived as long as it did, since fitting six episodes around Cumberbatch and Freeman's schedules would've been brutal.
Sherlock's famous coat is a Belstaff, and costume designers tried more than once to give him a lighter summer version, but nothing ever quite matched the original. The coat used in the pilot ended up being bought by Mark Gatiss, who later gave it to Cumberbatch as a birthday present.
Molly was only ever supposed to be a one-scene character stuck in the mortuary of A Study in Pink. Moffat and Gatiss had a personal rule that only characters lifted from the original Conan Doyle stories would get major roles, but Louise Brealey's performance was good enough that they threw that rule out and built her into a recurring part of the cast.
While filming, Cumberbatch cuts out drinking and smoking entirely and gets into swimming and Bikram yoga sessions in a sauna. It's a nice bit of accidental accuracy too, since sauna-going was actually something Holmes enjoyed in Conan Doyle's original stories.
There was originally a scene in The Great Game laying out exactly why Mycroft and Sherlock don't get along, tied to some childhood incident Mycroft blamed on his brother. It got cut in the end, with Moffat and Gatiss deciding the rivalry worked better left a mystery.
