In the early scenes in which Max is outside playing in the snow, there are leaves on the trees and roses in bloom. You can't see his breath in the air and it doesn't fog the window. If you look closely in some shots, you can see a light fog in the air created by the cold manufactured snow on a warm day.
When we first see the wild things, they are seen in silhouette, and are shown to be speaking, yet their mouths don't move when their talking. This could be a way to save money of CGI, as the mouths were moved using computers, and they could assume that people wouldn't notice through the dark lighting.