After rescuing Henry, all the remaining Nazi guards have machine guns. If you happen to bump into the officer guard Siegfried on the 3rd floor of the castle with Henry, he's wearing a regular Nazi uniform instead of the officer's uniform.
If you punch out the Nazi guard in the alarm room, his hair is blond. If you save your game or exit the room and come back, the guard's hair changes to brown.
If you punch out the ticket taker on the Zeppelin, then save your game, go into the lounge and reenter the room or after the cut sequence with Colonel Vogel giving the message to turn the Zeppelin around, the ticket taker's body is no longer on the floor.
In Castle Brunwald, if Indy and Henry manage to escape the castle without being tied up by running from any remaining Nazis in the hallways, the battle ax on the suit of armor won't fall over if Indy touches it. However, if Indy and Henry return to the halls and bumps into a Nazi still in the hallways and end up getting tied up, Indy is able to knock the ax off the suit of armor again.
On the Zepplin if the Radio Man comes into the room when the ladder is lowered down and Henry is in the room and not Indy, he reacts if the ladder is down but does not say anything to Henry but only to Indy if he's in the room.