Mary Jane Watson: What's happened to you?
Peter Parker: I don't know. But I have to stop it.
During the fight scene with Sandman in the armor car, the Terminal Tower can be seen in the background, which is a landmark in Cleveland, Ohio (where the scene was shot), not in New York city.
Stan Lee, the creator of Spider-Man, makes a cameo appearance when Peter Parker was reading about Spider-Man getting the key to the city. He is the man that walks up and talks to him.