When McBride tells the dead actor to get up from the floor (after he finds out about the hoax that turns out to be real), the dead man moves slightly.
At the beginning of the film, Steve walks out to see the desk sergeant. Someone tries to throw confetti on him to celebrate his impending marriage to Torchy, but misses. When Steve initially talks to the desk sergeant, there is no strip of confetti on his right shoulder. Then in the next shot it appears. In subsequent shots it keeps changing position on his right shoulder until he goes to see the captain and it disappears.
When Torchy is on the train and sees Steve on the platform, she motions to her left and walks that way to show Steve where she's getting off. But when she gets off at the back of the train, she comes from the right.
The fingers holding both telegrams on the train are the same.
Steve is called to the fake "murder" at 213 Riverside Drive - which is in the Upper West Side of Manhattan - but he is working out of the 7th Precinct in the Lower East Side.