Continuity mistake: Ethan and Grace are in a car chase, trying to get away from Paris. The Fiat Ethan and Grace are driving makes a left turn, and you see a dark blue car parked at the corner. Paris is driving the armored vehicle and makes the same turn, but the dark blue car has disappeared. (01:07:36)

Mission: Impossible - Dead Reckoning (2023)
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Directed by: Christopher McQuarrie
Starring: Tom Cruise, Ving Rhames, Simon Pegg, Rebecca Ferguson, Hayley Atwell
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Ethan Hunt: We live and die in the shadows, for those we hold close, and for those we never meet.
Trivia: The actor playing new IMF agent "India Zulu 254" is Alex James-Phelps - possibly a deliberate casting choice given a main character in the series and original film is called Jim Phelps.
Question: Why did Daniel and Ethan fight on the train hand-to-hand, instead of using guns? (02:16:00 - 02:20:00)
Answer: In an enclosed place, a bullet can ricochet around until it hits something - one of them or an innocent person: man, woman, or child. Worse, it could hit a section of the train, a brake line, a cable connecting the cars, or one of the conductors.
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Answer: Maybe they didn't have any guns at that point.