When Vic is on the stairs reading his 'how to' book, his ladder is folded up and leaning on the wall behind him; before Renaldo shows up, it is open and standing away from the wall, and then it is gone after Renaldo leaves.
The door leading to the "Parade of Protection" has a mail slot, but in an overhead shot, the slot is not there.
The protagonist recounts his version of the story on the way to the electric chair. The movie takes place in Michigan which does not have the death penalty.
During the car chase, the body in Nancy's car is an obvious dummy.
While the majority of the exterior shots were filmed in Detroit, towards the beginning of the film, the night time distant shot of the city (in red glow) right before the storm hits, is clearly Chicago, as the Sears Tower is quite prominent in the shot.