When Peter throws the belt at Francis in the train cabin, shaving cream is on his face. When Francis retaliates immediately after, the shaving cream is gone.
When Jack is smoking out the window of the train, Rita's cigarette is just a butt in the first shot, then turns into a full cigarette.
The first time Jack's iPod appears in screen, it's a 3rd-generation iPod with no click wheel. A few moments later, a click-wheel iPod is in its place.
When Peter runs for the train, he has 2 pieces of luggage. When he walks through the train, he has 3 pieces.
When Peter reads Jack's short story on the train, the first shot shows him reading the first page. In the next shot, he is reading a different page (the page has been turned to hide the paper clip that is holding the story together). In the next shot, the first page is showing again, without being folded back.
It is impossible for a train to be 'lost' on Indian Railways. It is SOP to default switches on mainline routes to 'trunk' positions. All unsignaled turnouts lead to dead ends, and have to be positively signaled for a train to be advanced down the track. A mistake (or even a series of mistakes) will not get the train more than a few kilometers before it derails on an auto-stop or dead end.
If Brendan really had Alopecia he would have lost his eyebrows as well as his hair.
Around 27 minutes into the movie, The Umed Palace is visible as the train leaves Jodhpur. The same train left Jodhpur in the beginning of the movie.
Adrien Brody's character name is 'Peter'. In one scene, Owen Wilson misspeaks "Adrien get".
In the dining car, Peter reads Jack's short story, which is written on stationery from the Hotel Chevalier, in Paris. The logo of the French flag on the stationery is backwards; from right to left, the colors should be blue, white, and red.