"The Region 1 release includes what remains of the deleted scenes, the trailer, a photo gallery, an interview with Christopher Lee, and another interview with editor Ernest Walter. I believe the interviews were filmed for the laser disc release in the 90s. As far as I recall, the UK release has the trailer and no other extras.
The deleted scenes are not integrated into the film, and none of them survive intact. We have;
The script and photographs for the original opening sequence, with Watson's great nephew arriving at the bank for the opening of the fabled dispatch box (much as appears in the novelisation).
Script, photographs and audio for an early sequence (which must have come directly after the titles) of Holmes and Watson returning to Baker Street on a train, with Holmes deducing the identity of a fellow passenger in their carriage (alluded to in the novel, with a curious mention of carpet slippers). This leads into...
... Script, photographs and audio for "The Curious Case of the Upside Down Room." (though this would come somewhat later in the film than is suggested here).
"The Case of the Dumbfounded Detective" - script and photographs as Holmes reveals how he fell in love during his university days. (This would have come during the northbound train sequence, as Holmes shares a berth with Madame Valladon).
Complete edited film, but with no audio for the ship-bound "Dreadful Business of the Naked Honeymooners" (which has some blurring on screen to censor a pair of naked breasts - apparently MGM policy doesn't allow for extras which would get a higher age rating than the main feature). This sequence is subtitled.
In the interview with Ernest Walters, he reveals that there was at one point some talk of combining the deleted sequences to create a TV special to tie in with the film's release.
What isn't present is "The Celebrated Archives of Mr Sherlock Holmes", a short promotional film made to coincide with the film's release, giving a brief introduction to Holmes, with a few seconds of behind the scenes footage. This must have been prepared before the scissors came out, as it refers to Lestrade's presence in the film. Possibly this wasn't included as it contains clips from earlier Holmes films leading to copyright complications. "