As Sam, Merry and Pippin run across the grass towards the Bucklebury Ferry, they have two shadows; bold ones behind them, presumably meant to be from the moon, but also unexplained faint ones to their right. (This is before they pass the cottage, so it can't be light from the weak lamps hanging outside.) When Frodo is then pursued by the wraith his shadow is in front of him, yet he is running in the same direction as the other hobbits were. See more...
At Bilbo's party, when he is giving his speech, the cake actually got set on fire (this is pointed out in the extended version) but as Ian Holm carried on acting, Peter Jackson decided to leave it in. See more...
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When Frodo stops rolling down the snow covered hill, just before the shot of Boromir picking up the Ring, you can see the edge of the stockings that the actors wore to protect their feet since they were walking in real snow for that scene.
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