looks like some greenscreen work too
http://www.darkhorizons.com/news/35738/new-photos-sherlock-2015-xmas-special
Following the first official photo a few months ago, new photos have
gone up of Benedict Cumberbatch and Martin Freeman shooting scenes for
this year's "Sherlock" Christmas special which seems to include the
pair in costumes befitting the classic Holmes stories rather than the
show's contemporary setting.
Shooting on the special episode is underway in London, with a fourth
series of three episodes expected to go into production later this
year ahead of a 2016 airing.