The 2015 Blu-Ray release includes an alternate ending version with a vastly expanded ending. While the events lead to the same conclusion, there are alternate takes and additional scenes (including the scene of David shooting the police officer).
A scene near the end of the film where David Aames shoots a gun in front of the L.E. building is shown in one of the previews but not in the theatrical version.
Three parts from the quick montage at the end of the film suggest scenes cut from the final film: two frames from a scene that was in "Abre Los Ojos" (upon which "Vanilla Sky" was based) where David shoots a police officer in front of the L.E. building, a frame of David and Sofia on a bed where Sofia is wearing a bathrobe (she never wore a bathrobe in the film), and a frame set in David's company where David is a kid, sitting on a couch, and a man (possibly Thomas Tipp) is talking to him).