Continuity mistake: In the flashback to the Watchmen's initial meeting, the Comedian lifts his cigar to his mouth, but in the next shot, both arms are down by his sides. (00:43:10)
Continuity mistake: When Veidt is explaining how he offed the Comedian and killed the fake assassin, Rorschach launches an attack behind him which Veidt blocks, the shot changes in an instant cut and Veidt is now facing Rorschach. (03:00:35)
Answer: The short answer is that they weren't really trying to. Ozymandias later revealed, and monopolised on, his costumed identity, Comedian was officially endorsed by the U.S.A. Government at the time so his real identity would have been public record, the first Silk Spectre publicly revealed her identity after retiring, though there is no evidence that the current Silk Spectre has. There is no evidence (even in the graphic novel) that anyone tried to hide their identity to the extent that other comic-book heroes like Batman/Superman do. The only exception being Rorschach where even his follow costumes don't know his real identity until they bust him out of prison.
Sanguis