Churchill is shown smoking a cigar while listening to Shelby speaking in the House of Commons. Smoking inside the Commons Chamber has been banned since 1694.
When Tommy Shelby is meeting with Sir Oswald in his office in the House of Commons, there is a shot of Sir Oswald putting his cigarette out in an ashtray on Tommy's desk. At least one or more of the cigarettes are modern filtered. Filtered cigarettes weren't introduced until the early 1950's and not popular until much later. They didn't exist in 1929.