Corrected entry: When Bourne gets off the ship in the very beginning of the film, he is in the harbour of Imperia in Italy. Then he travels to Zurich by train. On the seats of the train you can see the logo TGV which are the French Railway's high speed trains. A French train doesn't travel from Italy to Switzerland.
Corrected entry: When Bourne is escaping from the Embassy and standing on the fire escape ledge, the safety cable for the later climbing scenes is clearly visible on the ledge around the corner to the right. (00:22:35)
Correction: It's some random seemingly old wire, and it has nothing to do with "safety."
Correction: Although the scene in the harbor may have been shot in Italy, within the context of the story, it takes place in Marseille. Jason then travels the high speed lines to Zurich from there.