Factual error: Chicago is the setting of the movie - the distance from Chicago to Georgetown is not as long as depicted.
Factual error: As the cars travel over 1950s Westminster bridge, the modern red route lines can be seen on the road.
Factual error: In the film, the train is hauled by diesel locomotives on a single track not electrified line. Since early 2000 the Trans-Siberian is double-track and fully electrified.
Factual error: Late in the big chase scene, Sol climbs on top of the Bentley just as Sinclair decides to drive it straight through a bus that is blocking the highway. Somehow, the Bentley levitates from the highway to about 4 or 5 feet in the air, penetrating the bus passenger cabin rather than impacting the chassis of the bus. Also, as the bus inexplicably explodes in a fireball, Sol (who was atop the car) is torn to pieces, with his decapitated head hurtling straight into the camera. Without lungs or diaphragm, Sol's head is still audibly screaming.
Factual error: We're told over and over that Vicky is an expert on Barcelona and Catalonia, for she has written a thesis. She visits Avilés (Asturias) with Juan Antonio, where he tells her he was born a few blocks from there; however, during their dinner at night the actress mistakes and tells him that he's from Catalonia, instead of Asturian. Anyone with a such an expertise on Catalonia will know that. Besides, it's not real life, but a screenplay, so either Woody Allen screwed up, or the actress did.
Factual error: When Ami and Miki are driving nails into the henchman's face to make him talk, it is very clear that the depth of the nails would have killed him, as they would have penetrated deep into his brain. Obviously done for stylistic effect, but a mistake nonetheless.
Factual error: During the airport scene, the 737 shown is a model from 1984 or newer, with distinctive large diameter engines. The movie is set in 1976, when all 737s had long narrow engines.
Factual error: The bar shown in Iqualuit is not real. Iqualuit only has 6100 or so people, and there is no bar like the one shown in the movie. The building is wrong - it doesn't even look like any buildings in Iqualuit. There is one bar that looks nothing like the movie, one Legion, and a bar in the hotel in Iqualuit.