Natalya Simonova: How can you be so cold?
James Bond: It's what keeps me alive.
Natalya Simonova: No. It's what keeps you alone.
James Bond does his bungee jump down a dam that looks like it's in the beginning of spring, but when he emerges from the factory, it is dead winter with no dam in site, since they are on a mountain top.
When Bond is playing baccarat with Xenia, his last hand, and only winning hand against her, is two face cards (a king and a queen if I remember correctly) and a six. In baccarat, face cards and tens are worth 0 and cards under ten are worth their number. So, his cards are, in order, 0-0-6, the code number of his lost friend, Alec Trevelyan (006).