Continuity mistake: When Cameron Diaz is in the portal and Maxine is on top of John Malkovich on the couch, they keep on switching shots. One shot shows Maxine and John Malkovich and the couch, while the other is Diaz's view from inside Malkovich. The straps on Maxine's top are over her shoulder from Diaz's view, but they have slid down her arm from the other camera shot.
Continuity mistake: When John Malkovich goes into his own portal he suddenly is in a restaurant filled with himself. If you look closely you can easily see that instead of carefully using computer graphics and superimposing his head on all the other bodies they just used extras. They got lazy and it is very easily seen that many of the Malkovich's are just older men that are balding and have grey and dark hair.
Continuity mistake: When Maxine and JM make love the second time he realizes that someone else is inside him. When he confronts her she is sitting on a sofa, her blouse partly buttoned and one leg over a pillow. When the camera angle changes her blouse is totally unbuttoned and the pillow is on her lap.