Factual error: The movie takes place in Des Plaines, Illinois, with a couple of scenes from downtown Chicago. However, throughout the movie you can see both palm trees and mountains in the background, none of which actually exist in Illinois. The producers also point this out on the DVD commentary.
Continuity mistake: When John Gacy hands a joint to the young guy he's picked up on the corner, the joint is nearly finished. When the young guy hands it back, it's almost a full joint.
