Factual error: At the end of the movie, a pack of Lucky Strike cigarettes is shown on Ness' desk. The circle on the pack is red. Before America entered World War Two, Lucky Strike cigarettes had a green circle. The red circle was added with the ad campaign, "Lucky Strike is going to war."
Other mistake: When the agent is shot in the freight elevator he is shot point-blank in the head. However, when Ness finds him there's not a drop of blood on his clothing, or a hole in his head.
Continuity mistake: In the elevator murder scene, in one shot there's not much blood on the wall, but in the very next shot there's much more.
Answer: Ness was coming to Malone's apartment to discuss the information with him there, Nitti and his men just got there first.
Captain Defenestrator