That has been puzzling me as well!

I still have my theory that it was staged by Magnussen the whole time... so Mary would have been let in by him. But really I don't know.

I agree that no climbing was involved: Moffat was messing us about; he did an oh so casual reference to thinking perhaps of shooting a scene with CAM noticing an open window, but decided against it because it was boring.     

The reason we know Moffat was messing us about is that there were no windows which could be opened; all of the footage shows floor to ceiling glass and no balconies.

A friend who doesn't watch the show suggested Mary could have got in via the elevator shaft but sadly that too is  made of glass, and thus provides no means of unobserved entry.

So, at present I lean to the Phantom Lady's suggestion; it has the added virtue of being closer to canon if Mary was apparently there to sell him information on somebody else.

Of course, it may be that Mary was CAM's agent and/or being blackmailed by him all along; setting up John for the kidnapping so that CAM could establish whether Sherlock would go into the fire for John. He did, bless his little cotton socks

Why wear this outfit? It screams: I am the terrorist/assassin/USMC doing a burglary.
Why meeting and talking in the bedroom?
If she was invited there would be no need for a disguise. It's not actually a disguise then, is it.
Maybe she came with another helicopter from above? That would also hint towards a somewhat official/inofficial mission.
Maybe we are not meant to wonder about this one. I always thought that the "disguise" i.e. the masks Dr. Watson made by himself in canon before they started the burglary at Milverton's house were a bit odd, too.

i think the writers and producers wanted to spare the time and expense of filming a "Mission Impossible" type of scene where Mary is shown scaling the building and cutting the glass to gain entry or leave. Therefore they left it up to our imaginations. Dressed as she was it was not an outfit to be used to gain entrance unnoticed via the lobby or elevator. It was CAM's building so he could have easily ordered the missing or broken glass replaced without too many questions asked by his staff if he wanted to keep the events which transpired in his office to be kept quiet..
I am more interested in Mycroft's or Lestrade's reactions to Sherlock being shot. Who informed them? And when? Surely neither would have just let it be without some sort of investigation or basic questions being answered.

Fire safety regulations generally do not allow doors to be locked from the inside even during a security alert, The horrific fire at the triangle shirtwaist factory in New York City in 1911 made it illegal to lock doors from the inside.

Regina Alexandra wrote:

i think the writers and producers wanted to spare the time and expense of filming a "Mission Impossible" type of scene where Mary is shown scaling the building and cutting the glass to gain entry or leave. Therefore they left it up to our imaginations. Dressed as she was it was not an outfit to be used to gain entrance unnoticed via the lobby or elevator. It was CAM's building so he could have easily ordered the missing or broken glass replaced without too many questions asked by his staff if he wanted to keep the events which transpired in his office to be kept quiet..
I am more interested in Mycroft's or Lestrade's reactions to Sherlock being shot. Who informed them? And when? Surely neither would have just let it be without some sort of investigation or basic questions being answered.

 
I hesitate to intrude a note of reality but I live in this area of London; I can assure you that someone doing a 'Mission Impossible' type of scene would be spotted very quickly indeed. Strangely enough there are people who do that sort of thing for fun, as a kind of extreme sport, and the last thing anyone wants is someone falling off a building and wiping out some innocent pedestrian below. So there are a lot of cameras everywhere, and a very fast response from the police and the fire brigade, because scraping bits of people off the pavement is not fun, and it interferes with making money which is what we're here for. The owners of said buildings don't have a let out clause which says they can agree to people climbing them because of the risk to the general public; Moffat was messing around, as Moffat is wont to do, and he probably had a good laugh over the fact that he refers to windows when the footage clearly shows that there are none.

So, CAM let her in, or she came in by helicopter; we do have a fair number of buildings with helipads so that's plausible. Someone trying to climb a skyscraper here would be stopped long before they got anywhere near the top, so I rule that one out.

We first see Lestrade when he's visiting Sherlock with John; Sherlock had disappeared by then, so the next scene is John and Lestrade at Baker St. We don't know when Mycroft was told...

saturnR wrote:

Janine was up and conscious when she let Sherlock in then down and out when the elevator door opens.  This suggests that Mary got in around the same time as Sherlock & John. She just moved quicker coz of her assassin skills

How? = I have no idea. I'm glad the writers have left it open coz the reality is probably a lot more mundane than our theories are. Golden rule of story: if you think it's gonna disappoint, skip it

 
Yes both Sherlock and Mary arriving at almost exactly the same time..
Sherlocks info being wrong...no dinner engagement
Mary knowing where/when/how.....
And Janine being stupid enough to fall fo a fake proposal from SH....

Screams Janine set up to me....