Continuity mistake: At the beginning of the episode, we see the red car falling entirely into the hole, none of the parts are out of it, but, a few shots after the CSI team has arrived, the back of the car is now out of the hole. (00:02:15)
Factual error: In Natalia Boa Vista's backstory, she states she knew Horatio from her "work with the FBI." But not all FBI agents started as LEOs (law enforcement officers). In her whole time as a CSI, she wields a badge, makes arrests, and interrogates suspects just like a cop (the ONLY 3 characters we know for certain that were LEOs were Calleigh [the flashback episode with Horatio and Jesse], Eric [the flashback episode when Horatio tells Eric to "come see me when you finish the academy"], and Ryan Wolfe, who's fresh off beat patrol when he joins CSIs). In this episode she tells Calleigh she's late to her crime scene because she just picked up her new sidearm and "now I can back you up on crime scenes!" BUT, if she were already a cop she would have been issued a firearm upon graduation. Thus, Natalia (and Walter) were never cops. This show took severe liberties with reality. Real CSIs are no more than expert witnesses, NEVER given the responsibility of arresting or interrogating suspects.
Answer: Earlier in the episode, Horatio tells Mac that Penrod was seen in Tribeca getting his leg set, only to bolt when he learned a nurse wised up the cops. Caine and the NYPD probably got Penrod's address from the hospital.
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