Nell is chopping wood as Ernie approaches. As they begin to talk Nell piles wood in her cradled left arm. The next shot is closer and at a different angle. As this shot begins Nell has no wood and begins to pile it once again in her cradled left arm.
When the apartment blows up the headline on Souchak's column is "Room Wanted - Quiet Tenant," while later, when Nell is looking through Ernie's Rolodex of saved columns the headline is "Apartment Wanted - Quiet Tenant."
When Souchak runs outside of the hotel to get a cab to Union Station, you can clearly see the lighting electrical cables running along the curb.
When Souchak rides the Empire Builder back to Wyoming with Nell, the train takes a route the Empire Builder never takes. In the movie, the train goes through Cedar Rapids, Iowa, and then on to Victor, Wyoming, where they get off. The real Empire Builder goes north from Chicago to Milwaukee and then Minneapolis before heading northwest and crossing North Dakota, Montana and Idaho near the Canadian border. It goes nowhere near Iowa or Wyoming.
The train west stops in "Rock Falls, Illinois." Rock Falls does not have Amtrak service. The depot is actually in Lincoln, Illinois.