The first scene is a fairly accurate depiction of the Berghof, Adolf Hitler's mountainside residence near Berchtesgaden and Obersalzberg in Bavaria. The house was famous for its huge picture window which overlooked mountain scenery and was often used to impress visiting foreign VIPs.
As of 2011, this movie has not been released in Germany.
Considering the release dates of this movie--August 1940 in the UK and December 1940 in the US--there are many remarkable depictions of the onerous nature of the Nazi system, something not fully appreciated even by UK audiences at the time. The UK had bent over backwards to accommodate Adolf Hitler in the late 1930s, and the war had only gotten serious a few months earlier in 1940 with the debacle at Dunkirk in France (May to June) and followed by the aerial Battle of Britain (July to October), which was well underway when this movie was released. The US would not enter the war for a full year after its December release date.
The banner on the city bus stating "BERLIN RAUCHT JUNO" (Berlin smokes Juno) is an advertisement for a cigarette brand later distributed to German soldiers.
The airplane shown taking off, depicting Anna's father (James Harcourt) leaving Prague's airport, is a 1938 Lockheed 14 Super Electra, registration G-AFGN. On 8/11/39 it was on an Imperial Airways flight from London to Zurich when it developed engine trouble and caught fire. It landed in a field in France and all got out safely, but the plane was consumed by the fire. This is the same plane British Prime Minister Neville Chamberlain used to fly back to the UK from his meeting with Adolf Hitler after signing the Munich Agreement in 1938. Thus, this shot is most likely newsreel footage from that event.