Corrected entry: As the train is approaching the station in "Chicago" in the final scene, the train whips past what is clearly the Royal York Hotel in downtown Toronto. Also, as the crowd is rushing out of the coffee shop in "Union Station in Toronto" the first guy pushing through the door is holding a pack of "Craven A" cigarettes in his hand. Not smokes you would buy in the U.S.
Correction: Cigarette brands aren't limited to only being allowed in the country they are sold. A Canadian friend of mine, who drives truck long haul, smokes only American cigarettes, mainly because they cost about 1/2 as much as Canadian brands. Others prefer Canadian cigarettes over American.
Corrected entry: When Richard Pryor and Gene Wilder steal the red Jaguar there is a price tag written in white marker on the passenger side of the windshield. A few shots later Richard Pryor is shown waking up in the passenger seat and the writing has disappeared. There is no sign of rain.
Correction: There was plenty of time passage between the two scenes for them to stop the car along the way and clean the writing and signage off the window. They had to stop the car to switch drivers seats anyways, as Richard Pryor was driving the car when they left the car lot.