Factual error: In the scene in Costa's apartment after the failed baiting ploy, Costa describes himself as a loner who "bought a gun for a false sense of security", appeared to have had it with him during the evening, and gave the impression that he bought it after he witnessed the murder. Although IlIeana mightn't know, the Montreal police in the room might (should) have wondered about this. Even if legal, it is very difficult to acquire a restricted weapon (handgun) in Canada, the process taking one month to as many as six or more for clearance and permits, let alone courses and examinations. In addition, concealed carry of a weapon is prohibited for civilians. (01:00:25)
Factual error: A new Impala has a passenger side airbag and Ethan surely wouldn't have taken the time to disable it. (01:12:40)
Factual error: The song "Bad" by U2 which is featured in the opening and closing scenes was on the late 1984 release "The Unforgettable Fire" (which also featured "Pride-In The Name of Love"). However, the captioning states that the first scene took place in 1983.
Factual error: A cop says that Ethan Hawke bought a train ticket to Moncton, the next shot supposedly shows the Moncton train station. However that station is Québec City, Gare du Palais. (01:31:35)
Factual error: During Angelina and Ethan's "love" scene, they climb onto the table and smash what is quite obviously break away glass. No glass smashes that easily when merely touched.
Answer: Yes, he must do this to truly feel like the different person he is trying to be. Also, so the police won't suspect anything if his traits don't match his identity.