Continuity mistake: Towards the end after Malkovich gets off the phone with Lester, who threatens him, he has hair over his eyes. In the shot through his eyes however there is no hair seen. When it shows his face again there is still hair.
Continuity mistake: When Craig and Maxine are speaking with their first client (the "Fatman"), Maxine has a clipboard with paper on top on the desk in front of her. When the shot changes, the blue clipboard is now at the top, neither Maxine nor Craig removed the paper.
Plot hole: The timing in the film is way off. Given the hours when JM Inc is open, most of the people there would only get to be Malkovich while he was asleep (yes, films have late-night shootings, but not every night); and Craig and Maxine stay up the whole time, then mess with Malkovich afterwards, then get in for work the following morning without showing any sign of fatigue even though there are less than 2 hours left for sleep.
Revealing mistake: When Lotte and Maxine are hugging by the side of the New Jersey Turnpike at the end, the camera pans around them and you can see shadows of the cover and poles holding it to protect them from the rain.Also at one point a large amount of water falls down which obviously pours off the cover.
Continuity mistake: When Malkovich is in the bar at the end he puts his glass on his lap.In the next shot it's on the counter.Then in the next shot it's switched from his left hand to his right.
Continuity mistake: When Malkovich is in the bar at the end he has a glass full of black liquid. When the shot changes to through his eyes he has a very shallow amount of reddish liquid. In the next shot he has a half full glass of black liquid.
Continuity mistake: The comforter changes patterns in the first scene as the camera switches back and forth to Craig in bed.
Revealing mistake: When Craig (in John) is doing his dance of 'Despair and Disillusion' you can see the stunt double several times. The most blatant are when he jumps to the wall and lands in a press-up, when he does a forward roll, when he backflips and also when he slides against the wall at the end of the dance.
Visible crew/equipment: When Catherine Keener is being chased by Cameron Diaz, crawling through the cat flap and into the bus, a hand pokes through the flap and helps her through.
Continuity mistake: When Cameron Diaz is in the portal and Maxine is on top of John Malkovich on the couch, they keep on switching shots. One shot shows Maxine and John Malkovich and the couch, while the other is Diaz's view from inside Malkovich. The straps on Maxine's top are over her shoulder from Diaz's view, but they have slid down her arm from the other camera shot.
Audio problem: During the Subcon Chase when Lotte and Maxine go through Malkovich and his date says 'You're creepy' she just nods and her lips don't move.