Continuity mistake: When Ray Duquette and his partner are interviewing Susie's Grandmother about her disappearance, Walter is playing with the false teeth in the background. In one shot Walter is holding an almost unsmoked cigar and when the switch back to him and he puts it in his mouth, the cigar has shrunk to about two inches.
Continuity mistake: At the very end when the movie shows what really happened when Kevin Bacon shot Denise Richards, he wraps a handkerchief around his hand and punches a dinner plate sized hole in the gun case to pull a gun out. When he turns around and the camera angle changes, the gun case's glass is almost entirely broken out.
Plot hole: Suzie pulls out some of her teeth with a pair of heavy pliers. This would leave conspicuous tool marks on the teeth that would be visible to the naked eye, let alone under forensic examination. The conclusion would be that Suzie is missing, not dead, and the whole plot would unravel from there.