The central plot-gimmick about the mysterious "Mr Evans" and its final revelation was taken from the "Mr Christopher" strand in The House on 92nd Street (1945), also directed by Henry Hathaway in 1945.
The film maximised 20th Century-Fox's "frozen funds": money earned in England by the studio which, by law, could only be spent there. Hence the extensive location footage is genuinely shot in London, whilst the interiors are all Los Angeles-based.
The department store visited by Alice MacDonald and Bob Matthews is genuine shop Barkers of Kensington. The 135 year old art-deco establishment closed in January 2006.
(At 02.40) There is a half inch of tape on the take up spool on the tape recorder. Philip asks Bob to type up what he had just recorded. Bob proceeds to remove the take-up spool (should have been the full, left-hand spool) which suddenly has no tape on it, and takes it into his office "to listen to it".
Jean Lennox is able to reel off Phil's entire address by the time she visits the Unity Domestic Bureau, despite having only been in the area for roughly a day.