When Neff stumbles into the office building at the beginning, he is hiding his wound under an overcoat; he grabs that overcoat as he leaves the office at the end. But he's had no overcoat when he goes to Phyllis' house, nor does he leave with one, nor have one when he talks to Nino from the bushes... and why would he: it's mid-July in L.A.
Early in the film, as Phyllis finds Walter's address in the phone book and goes to his apartment, Neff turns on a three-way lamp by the door using a switch on the wall. Later in the film, the lamp is gone.
After Neff meets with the President of his company, he returns to his apartment and places a folder on the chair to the right of the door. When Keyes comes to the door, after Neff's brief phone conversation, the folder is nowhere to be seen.
When Walter and Phyllis are kissing and talking on his couch, they show Phyllis with her left hand, palm up; next shot is a side angle where she suddenly has her left hand caressing Walter's cheek.
When Walter Neff enters his flat before Keyes arrives his golf clubs are leaning to the left against the wall. When he goes to answer the door they are leaning to the right against the cabinet.
When Phyllis is listening at Neff's door as he talks with Keyes, Keyes exits into the hallway and Phyllis hides behind the door. The door opens into the hallway which isn't allowed by building codes, even back then, but it does give Phyllis something to hide behind and increases the tension.
The tail sign said Southern Pacific 19. In 1939 train 19 became the KLAMATH which ran between Oakland and Portland and not southern California.
When Dietrichson's body is discovered on the tracks, and presumed to be the victim of an accident, his body would have been taken to the medical examiner's office for identification and autopsy. It might be thought how this would quickly reveal that he had been strangled, and had not fallen from the train due to the absence of bruises on the body - except Neff did not strangle Dietrichson in the car (he snapped the man's neck); and bruises on the body are possible but not guaranteed with such a small fall at low speed with the prime impact taken by the back of the man's neck.
SPOLER: It is never explained why, if Walter intended fleeing to Mexico, he did not go there right away instead of staying behind to record his confession, thus delaying himself long enough to be captured. However, he felt guilty about the situation and wanted to save some innocents by setting the record straight before saving his own skin; he was not expecting anyone to show up at the office anytime soon.
In the first scene in which Walter first kisses Phyllis, we see a wedding ring on Walter's hand. Fred MacMurray was married and the ring was not noticed until post-production.
When Phyllis arrives at Neff's door, she did not have an umbrella or a hat. However there is a downpour outside therefore her hair and face should have been drenched. In addition her coat only had a few rain droplets on it when it too should have been soaked.
When Walter and Phyllis retrieve the crutches from the railroad track to position them elsewhere, both put their fingerprints on them.. While Phyllis's prints might easily be explained, since she was Mr. Dietrichson's wife, it would be very difficult to explain Walter's prints, and they would have been even more pervasive since he'd actually used the crutches. Keyes even surmised that someone else had posed as Dietrichson on the train.
When Phyllis prepares to meet Neff for the last time, the effect of "moonlight" through the blinds appears in the room just before she turns out the lamps.
After Walter is shot by Phyllis, he places his hand over his lower arm to indicate where he was shot. After he leaves the house, he places his hand over his upper arm.
Although set in 1938, Walter Neff makes reference to the "The Philadelphia Story", which did not debut on Broadway until 1939, and on film until 1940.
The movie is set in 1938, but at Stanwyck's house the radio is playing "Tangerine" which wasn't written until 1942.
The movie is set in 1938 but at 00:39:44 a 1941 Mercury coupe is shown passing in the street in front of Jerry's Market.
The film is set in 1938, yet Phyllis and Lola have hairstyles and Walter Neff has business attire more characteristic of the WWII era.
When Neff is recording his confession he says that one night he and Lola went up on the hills behind the Hollywood Bowl. However the view is the front of the Hollywood Bowl therefore they cannot be on the hills behind it.
In the novel, Dietrichson's corpse is carried from the car to the railroad tracks. However, Fred MacMurray drags the body. A postmortem examination would show dirt and damage to the trousers and shoes, showing that he had been dragged.
Neff quotes $147.50 to Dietrichson for the auto insurance renewal. That would be more than $2,500 in today's dollars, but Dietrichson doesn't even question it.