Continuity mistake: Close to the end when Edward Norton runs up to the front of the empty building and Brad Pitt appears, he tries to break the glass door by pushing a bench into the door, but it doesn't work. He doesn't move the bench and he then shoots at the glass and breaks it. When it shows him walking through the broken door, the bench has disappeared. (02:05:10)
Revealing mistake: When Brad Pitt throws Edward Norton down the stairs, there's a shot close to the bottom of the stairs in which you can see the stunt-man's face. (02:09:15)
Revealing mistake: Towards the end of the film, when the narrator and Tyler are fighting in the basement, Tyler slams the narrator's head into the wall by the van. For a split second, before the shot changes, the 'concrete' wall visibly buckles inwards. (02:03:35)
Continuity mistake: When the Narrator and Bob are crying together at the support group, Bob is much taller than the Narrator. However, when the two meet in front of Marla's place and Bob tells the Narrator that he is a member of Fight Club, the Narrator is taller than Bob. Edward Norton mentions this on the commentary. He is actually taller than Meat Loaf, but Bob is supposed to be taller than the Narrator. It seems they didn't remember to make him taller in every scene though.
Revealing mistake: When members of Fight Club are starting fights, watch VERY closely when the guy with the hose sprays the vicar - you can see the camera wobble slightly (looking on the left of the screen at the top of the fence is a good reference point). This happened because the cameraman started to laugh. (01:15:10)
Continuity mistake: Check out the sweat stain around the collar of Ed Norton's t-shirt in the scene towards the end of the film where he is being interrogated by police. It keeps getting bigger and smaller from shot to shot. (02:00:50)
Visible crew/equipment: In the sequence where The Narrator is explaining about Tyler's projectionist job, a boom mike is visible at the upper left hand side of the screen, before Tyler explains about the cigarette burns.
Continuity mistake: In the scene towards the end where The Narrator is trying to break into the building, he smashes the bench into the door and fails to break the glass. He then shoots the glass with the pistol and it jams. The camera cuts to the next shot and the pistol is no longer jammed.
Continuity mistake: When Ed Norton is blackmailing his boss the thermostat changes from white to black in some of the shots. The chair moves a bit to the left too. (01:16:00)
Continuity mistake: When Tyler gets beaten up by Lou, his mouth is bleeding after the first punch. After maybe two punches Tyler jokingly claims to "get it", then he says he "lost it". Right then the blood is no longer there. (01:12:25)
Continuity mistake: In the scene in the bar right after Edward Norton's apartment blows up, watch the men playing pool behind him. Towards the end of his conversation with Pitt, there is a continuity error. One of the men is bent over getting ready to take a shot. A mere second later, he's on the other side of the table and his opponent is finishing his own shot. (00:29:40)
Continuity mistake: Near the end of the movie in the underground car park, Brad Pitt pushes Edward Norton into the wingmirror of a van. The mirror flips back against the van and stays there. A couple of shots later we see Brad Pitt check his face in the mirror, which is at a different angle to what it was before. (02:08:45)
Revealing mistake: Towards the beginning when Edward Norton is ordering out of the catalog, he is walking into his kitchen. Look at his shadow to his left, it doesn't change distances indicating a blue or green screen.
Visible crew/equipment: During the police interrogation The Narrator is pinned to the table, after he gets the gun and rolls back off the table you can easily see the power pack attached to his back/underpants during the roll. (01:58:10)
Continuity mistake: When Jack asks Tyler if he can stay at his place, there is a glass bottle on the payphone to the left. When the shot changes from the far shot to the close shot, the bottle is further to the right. It's back to the left when the far shot comes up again. (00:30:40)
Continuity mistake: In the scene where Brad Pitt is fighting Edward Norton in a garage, he takes off his jacket and he is wearing a shirt under it. Between shots he goes from wearing a shirt to not wearing a shirt and to wearing a shirt again.
Continuity mistake: At the very end of the movie, around the time Ed Norton is putting the gun to his face, Brad Pitt throws his cigarette down twice. (02:11:40 - 02:12:35)
Revealing mistake: When the "waiters" leave the restaurant after assaulting the old police man you can see that Meat Loaf's pants fall down revealing the wrinkled fat suit he is wearing underneath.
Revealing mistake: Just after the car crash scene when they are all crawling out of the car, a large drop of rain is seen in the very top left of the picture. The drop is too large and falls too slowly to be an actual drop of rain. This shows there is an umbrella type thing protecting the camera from the water. (01:41:10)
Revealing mistake: When Brad Pitt is cutting out newspaper articles about Project Mayhem's mayhem, the headlines refer to their deeds, but the actual writing in the articles has absolutely nothing to do with the movie. They seem to all come from one article about some town council meeting. (01:21:10)
Answer: Most likely they either went back afterwards or chased the security guard off somehow. It's also possible with all their inside connections that they stole the body from police custody.