Factual error: When Gladys Leeman and her cohorts pull up to the Mall Of America in the beginning of the film. The documentary crew talks to Gladys in the parking lot. If you look carefully, you can see a Target store in the background. This scene was not filmed at the Mall Of America, mainly because there is no Target anywhere near the Mall Of America.
Trivia: A joke that most don't catch right away: When they're in the hospital after the explosion and the doctor's unwrapping Annette's hand and we see the beer can is still stuck to it. They only make a brief mention to this but never explain that the heat from the explosion made Annette's Lee press-on nails (which are plastic) melt around the beer can making it impossible to get the can off without amputation.