When Rocky tries to escape after he is walked out of the warehouse, by Father Connolly and is wounded, then captured, one of the cops reveals the two revolvers rocky had being empty. There is no reason Rocky would empty his revolvers of their spent cartridges.
At the end of the montage showing Rocky's rise as a gangster, there is a shot of two men in a moving car throwing two "bombs" at a storefront. The bombs bounce off the window and back into the street just before the storefront explodes.
Towards the end of the film, during the scene where Rocky is shooting it out with the police in the warehouse, watch the "concrete" pillar Rocky has taken cover behind. Seconds before a bullet impact appears on the pillar, a close up reveals a slight round indentation surrounded by a lighter coloring of paint, exactly where the bullet squib, which has been embedded in the pillar, explodes moments later. An immediate cut to Rocky's reaction has him bumping the pillar with his hands, at which point the entire "concrete" pillar wobbles slightly.