Continuity mistake: Towards the end after Malkovich gets off the phone with Lester, who threatens him, he has hair over his eyes. In the shot through his eyes however there is no hair seen. When it shows his face again there is still hair.
Continuity mistake: When Craig and Maxine are speaking with their first client (the "Fatman"), Maxine has a clipboard with paper on top on the desk in front of her. When the shot changes, the blue clipboard is now at the top, neither Maxine nor Craig removed the paper.
Revealing mistake: When Lotte and Maxine are hugging by the side of the New Jersey Turnpike at the end, the camera pans around them and you can see shadows of the cover and poles holding it to protect them from the rain.Also at one point a large amount of water falls down which obviously pours off the cover.
Continuity mistake: When Malkovich is in the bar at the end he puts his glass on his lap.In the next shot it's on the counter.Then in the next shot it's switched from his left hand to his right.
Plot hole: The timing in the film is way off. Given the hours when JM Inc is open, most of the people there would only get to be Malkovich while he was asleep (yes, films have late-night shootings, but not every night); and Craig and Maxine stay up the whole time, then mess with Malkovich afterwards, then get in for work the following morning without showing any sign of fatigue even though there are less than 2 hours left for sleep.
Continuity mistake: When Malkovich is in the bar at the end he has a glass full of black liquid. When the shot changes to through his eyes he has a very shallow amount of reddish liquid. In the next shot he has a half full glass of black liquid.
Revealing mistake: When Craig (in John) is doing his dance of 'Despair and Disillusion' you can see the stunt double several times. The most blatant are when he jumps to the wall and lands in a press-up, when he does a forward roll, when he backflips and also when he slides against the wall at the end of the dance.
Continuity mistake: The comforter changes patterns in the first scene as the camera switches back and forth to Craig in bed. (00:03:30)
Visible crew/equipment: When Elijah starts to untie Lotte in the cage, a grey mic is visible in front of her face as she is turning her head.
Continuity mistake: Towards the end of the scene where Maxine is on the floor of her office and Craig is on the windowsill arguing with her, Maxine's hand goes from resting on her knee to on the ground between shots.