In the final fight scene with Mr. Hertz, Mr. Smith shoots him by holding bullets between his fingers and sticking his hand in the fireplace. This would not work as depicted. When the powder in the cartridge ignites, the expanding gases from the combustion would follow the path of least resistance and the lighter brass casing of the cartridge would be propelled back into the fireplace. There would be relatively little velocity imparted to the actual bullets themselves.
When Smith first faces the "Lone Man" in the toilet shootout scene, Lone Man checks his gun, enters, lets off 4 rounds and reloads clearly showing that his gun holds six bullets. Smith then attacks him and in the ensuing fight the revolver fires eight times... well guess that explains what happened to the first two missing bullets?
In the final scene at the café, a fat guy is sipping his milkshake having more than half of his glass empty. When Smith, angered by a row of irritants, starts shooting, a bullet breaks a fat guy's glass, which is surprisingly full. Also the type of glass is changed: the full glass, which exploded was not knurled, but smooth from the outside. (It also makes you wonder what the trajectory of the bullet was and where it ended up.)
In the scene where Mr. Smith jumps off the bridge, he shoots a few holes in the top window of the car, but as you can see, in the scene where he actually jumps through the window, there are no bullet holes.
At the scene Smith and DQ meet again, when DQ drops the ice cream glasses and start to kiss Smith she has her finger nails painted with pink polish, however on the next kissing closeup she hasn't no more.
When Smith is busy shooting the bad guys in the warehouse, the last two shots he attempts to fire are met with the sound of dry-firing - a hammer falling on an empty breech. It is then shown to the audience that the slide is locked back, which occurs when the weapon runs out of bullets. In this condition the hammer cannot move, and the gun would not make any sound whatsoever if the trigger was pulled.
When Smith and Hertz point firearms at each other, Smith tells Hertz his Desert Eagle pistol is a six shooter. However, a .357 mag DE holds 9 rounds, the .44 mag holds 8 rounds and the .50 AE hold seven rounds. This would not include an additional round that could be chambered in addition to a fully loaded magazine.
In the car scene where Smith shoots out the windshield of his car and the van full of assassins the glass breaks into a few large pieces which easily fall out of his way. Car (and van) windshields are made out of two pieces of glass with a sheet of polymer or laminate between. This means that when broken (even if shot) the windshield will break into many small pieces, but these pieces will be held in position by the laminate. The glass used in the two vehicles for this scene are obviously not 'real' windshields. Furthermore, in a head-on collision of two vehicles traveling at the depicted speed, Smith should have been propelled all the way through the van's cabin, probably hitting his head against the back door.
Hertz drives around with the corpse of the baby's mother the next morning, at least several hours after she was shot to death, yet there are no signs of rigor mortis (stiffness) or livor mortis (skin paleness).