Continuity mistake: In the wide angle shot of Chief Gillespie approaching Virgil Tibbs at the train station, there is a dog on the platform, in between Gillepsie and Tibbs. In the next shot, a closer view of Gillespie approaching Tibbs, the dog is gone.
Factual error: In the scene where the escaped prisoner climbs onto the bridge, he's still in Mississippi. The road sign reads "Arkansas 49."
Continuity mistake: Gillespie does a fairly lengthy audible rewind of the killer's taped confession, but only his last two sentences ("That's all. I didn't mean to kill him") are heard when the tape is immediately played back.
Continuity mistake: Lloyd Purdey is shot by Ralph and is declared dead by one of his friend. In the last shot before the scene changes, you can see the body is breathing.
Visible crew/equipment: In the final scene, a boom mike shadow can be seen on the depot wall as Tibbs and Gillespie say their goodbyes.
Answer: He didn't. After Ralph killed Mr. Colbert, he stole his wallet. He took the money and threw it away. Harvey found the empty wallet, and that's why the police charged him with murder.