Factual error: In the film, Sgt. Jack Lupino is depicted as a United States Marine Corp Sargent. However, when Max is watching an interview with Lupino it shows him wearing either a Gunnery Sargent or Master Sargent chevrons. Not only that, but the chevrons happen to be upside down. No US Marine would ever make a mistake like that.
Visible crew/equipment: When Max meets a man in a car who invites him to jump in, they go to the place where Natasha was killed. When the car drives in the alley and we see it from the top of the building (the camera angle), the camera filming them is visible in the reflection on the car's roof (it's mounted on a rod hanging high above the alley). (00:18:25)
Max Payne: There's an army of bodies under this river, people who ran out of time, out of friends. I could feel the dead down there, reaching up to welcome me as one of their own. It was an easy mistake to make.