Factual error: When Jay and Tee are in the diner at the start of the film, it's 9pm (we know this because Tee started at noon and Jay set the neuralyzer to nine hours), and outside it's completely dark. In New York City at 9pm in July, the sky is not completely dark - the sun would just be setting. (00:13:20)
Factual error: When Jay and Frank go to Truro, MA, to get Kevin, as they drive in, the background shows the Post Office in front of a lighthouse. However, 1) There is no lighthouse in Truro, and 2) the closest lighthouse is in North Truro, and this lighthouse (the Highland Lighthouse if you're wondering) doesn't even remotely resemble the lighthouse behind the post office. This means that either the shot was filmed in a different place than they say it was, or the background was digitally animated. (00:26:14)
Factual error: When Agent Kay looks up, after he is "deneuralyzed" he sees Orion in the sky. They're in NYC...you can't see the Evening Star, even in the middle of the night. There is no way that Kay could see a perfectly clear, and detailed constellation, complete with stars that can't even be seen in rural areas. (00:42:00)
Factual error: K sees the constellation Orion in the night sky above New York City, but the film takes place in July, and Orion is a winter constellation in the Northern Hemisphere, meaning it wouldn't be visible during the summer.
Factual error: In the beginning when Agent J is riding on Jeff (the huge subway worm) he has to duck out of the way of the lights that control the traffic in the tube. However, the traffic control lights are not in the ceiling of the subway, they are generally on the right side of the train. (00:07:55)
Factual error: Grand Central Terminal has no lockers in the main concourse area. (00:52:40)