In Alfie's final monologue to camera, the backdrop changes between cuts, from a view of the South Bank/Royal Festival Hall indicating Alfie is on the North Bank, to a view of the Houses of Parliament that would be visible from the South Bank only.
We see a streetsign showing that Alfie's flat is in Chepstow Road, W3. Later in the film he goes for a walk with his neighbour leaving Lilly in the flat. They are seen walking in the area behind King's Cross station, several miles from W3.
The goof item below may give away important plot points.
All the time that Alfie is waiting for Lily and then the abortionist to arrive, he's watching the rain. The abortionist is wearing a wet raincoat, and yet when Alfie leaves Lily on her own, and wonders down to the churchyard, where he spots Malcolm playing, the neighborhood is bone dry.