Corrected entry: In scenes showing Tom Cruise driving in a cab to the pivotal orgy scene, apparently in or near Glen Cove, Long Island, the road markings are clearly from the UK film locations in which the film was shot.
Corrected entry: In the final scene between Tom Cruise and Sidney Pollack you can see Sidney standing by the pool table. As the camera cuts between the two actors, one of the balls keeps shifting its position.
Correction: Of course the ball is switching position... he is playing slowly with the ball.
Corrected entry: At the very end of the movie Tom Cruise is talking to his wife in the toy store. If you look while he is talking, his collar moves from open to closed then to open again.
Correction: Look more closely. When his arms are by his side, the collar is open, but when he crosses his arms over his chest, the collar pushes together and appears to be closed. He unfolds his arms again, and the collar opens again.
Corrected entry: During the scene when Tom Cruse's character drives back to the orgy house for the second time, you see a sign showing a interchange for interstate highway 495. This highway is in eastern Massachusetts, not on Long Island where the orgy house supposedly is. (It would cost more than $50 to take a taxi to Massachusetts.)
Correction: There's also an I-495 on Long Island. This interstate highway is commonly known to locals as "the LIE" which is the Long Island Expressway.
If you look carefully as the camera pans with the SUV, you can see that the scene is set within 100 yards of 495 and that the mansion would either be adjacent or under the highway.
Correction: The night highway shot is from the interchange between the Grand Central Parkway and the Long Island Expressway (signs say LaGuardia, Midtown Tunnel, Eastern LI). I see no markings on the other streets that would be characteristically British. While most of the movie was shot in the UK, many of the exteriors were shot in and around NYC.