When The Narrator is on the toilet and he's ordering furniture, he's wearing plaid boxers. When Tyler goes to pee in the soup, he's wearing white boxers. For the rest of the movie, The Narrator is wearing Tyler's underwear: when he's washing his pants and talking to Marla, and when he's running around without pants in the very first scene and the very last scene.
The film takes place in Wilmington, Delaware. Seems an odd choice for location except for that most credit card companies and 70% of Fortune 500 companies are headquartered here. This makes Tyler's plan a little more plausible. Although it is never directly stated it takes place in Wilmington; New Castle, Delaware City, and Penns Grove, NJ, which are all very close to Wilmington, are mentioned in the car-smashing scene.
There are several places where Edward Norton sees Brad Pitt for a split second before he actually meets him (not counting when he passes him on the escalator): By the photocopy machine, talking to the doctor, the testicular cancer group, Marla in the alley, and then when watching TV when the waiters say "Welcome". Also Tyler is the one who steals the Camaro, after Tyler and narrator meet for the first time.
When the Narrator turns himself in to the police and explains the goal of Project Mayhem (near the end of the film), he is interrogated by four detectives. The three that then try to kill him are named in the credits as Detectives Andrew, Kevin and Walker. Andrew Kevin Walker penned the script for Seven, which David Fincher also directed.
When Ed Norton has left Marla's apartment after checking her for cancer he runs into Bob outside. In their whole conversation the words 'I Like Myself' are visible all over the wall behind them, written in graffiti. You have to look carefully as only bits of the writing are shown. I just thought this was interesting as it leads in with the plot of the story.
On the DVD, there is a red warning title that is a regular warning title sheet. If you keep watching the title its writing changes and its a letter from Tyler.
All instances of product placement are accompanied by acts of violence.
When Tyler Durden walks among the Fight Club members and says something like "We were raised to think that someday we will become movie gods..." and when he continued with "rock stars" he was looking at Jared Leto's character, Angel Face. I found it kind of funny since he is the lead singer of the rock band 30 Seconds to Mars.
Straight after Ed Norton says, in voiceover, "After fighting everything in your life gets the volume turned down," his boss says two things. The first thing is purposely inaudible and the second is "Have you finished those reports?" However, the first thing that his boss says is actually "What are you getting yourself into every week?" possibly one more indication that people are picking up on what is happening and that Ed Norton is rejecting reality.
As The Narrator is watching the promotional hotel video in his suite, an army of white-jacked servants come on screen to welcome the guest to their happy place of business. Front row, far right happens to be Brad Pitt. This is in no way to further the plot, it was just a silly inclusion that no one seems to catch (as states Pitt on the DVD commentary).