When Simon calls in the robbery, he gives the location as being on Broadway in the upper 90's. This is a couple of miles from the theater and, even if he were going to the Secret Service field office (as CJ notes later), he'd be going the wrong way; the field office was moved to Brooklyn after the September 11 attacks.
The goof item below may give away important plot points.
Errors in geography
After learning Simon has been shot dead, C.J. is shown walking from the theater in Times Square to the convenience store where the shooting occurs, which Simon had earlier described as being at "98th and Broadway." Given that Times Square is approximately 42nd and Broadway, this means that C.J. walked almost 60 blocks, a distance of about 3 miles, in a few minutes.