The scene at the start of the movie where Ethan meets Denzel in the diner - it is the same diner that is used in the movie "Seven," where Morgan Freeman meets with Gwyneth Paltrow. If you watch these two scenes, you can see exactly the same camera angles (i.e. the cook cracking eggs onto the hot stove). See more...
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Continuity: At the end of the film (in "The Jungle"), Alonzo is on the floor and puts on his LAPD badge (this is the belt-clip style, but attached to a chain). When you first see the badge, it is the traditional LAPD badge. After Ethan Hawke's character shoots Alonzo in the rear-end (with the 1911 .45ACP) as he reaches for the .38-Special/.357-Magnum revolver on the road - Ethan Hawke rips off the chain and badge. A close-up of the Detective badge reveals that it has changed, and now has the city emblem in the center of the badge (similar to Police Officer badge of Ethan's in the beginning of the film).
Continuity: Near the end of the movie where Jake is chasing Alonzo, you see Alonzo jump from the roof to the railing on the other side. Jake jumps from the roof too and you see him dangling on the railing as he drops his gun on the floor. A couple shots later you see Jake drop his gun again as he tries to get up.
Continuity: In the very end, Hawke parks his car in front of his home, and when he is opening the door to get out of the car, you can clearly see another car stopping behind his, and someone getting off. In the next shot, there's nobody in the driveway and Hawke simply walks to the main door of his house. [A valid mistake, but here's the reason: This is due to a change in the ending. In the original one, the three bosses (Tom Berenger and the others) follow him to his home and ask for an explanation about the "missing" million dollars. This dialogue was eliminated, but not the shot in which Ethan Hawke parks his car very aware that he's been followed.]
Continuity: 5 minutes into the film, after Washington & Hawke leave the diner, and get into the car, it is raining in the background (while the sun is shining), yet the car isn't getting any wetter than it already is. As they drive through the streets, the raindrops keep changing on the windows - full drops, to minimal, back to full etc.
Continuity: Alonzo has a habit of constantly cocking his .45ACP Smith & Wessons. One would assess that he carries both with a round in the chamber at all times, in order to draw from his shoulder holster and fire. The amount of times he "charges" or cycles his firearms to chamber a round, suggests that he often unloads them, or carries one with a chamber empty, and one with a loaded chamber. However this does not prove to be the case during the shooting incident after robbing Macy Gray's character.