Continuity mistake: When Natalie tells Bernie about her son, the lock of hair hanging down in front of her right eye disappears and reappears randomly throughout the scene. It's present in only about half of the frontal shots, and no shots from any other angle. (00:37:20)
Revealing mistake: In the motel room when Alec Baldwin hits Natalie, she hits the mirror, which shatters. She then has cuts all over her face, but there's no bleeding. All the cuts look like they have dried blood already. (01:16:50)
Continuity mistake: In the scene where William H. Macy and Maria Bello are driving away from the casino after winning at the craps table they pull over and he loosens his tie a little before leaning out of the door to vomit. When he gets back in the car his tie is done up again and he loosens it a second time. (01:33:45)
Factual error: In most of the scenes at the craps tables, the players are holding the dice with both hands. This is a HUGE no-no in casinos and the dealers would have warned the players time after time.
Revealing mistake: When Natalie is talking to Shelly in the office, the background set disappears in Natalie's close-ups. In the wide, you can see the wood-paneled door, and an illuminated wine rack behind her, but in her closeups the background is just black, like she was filmed on a sound stage. Even pushing the brightness on my screen to max doesn't bring up anything in the background.