Early in the film, as Phyllis finds Walter's address in the phone book and goes to his apartment, Neff turns on a three-way lamp by the door using a switch on the wall. Later in the film, the lamp is gone.
After Neff meets with the President of his company, he returns to his apartment and places a folder on the chair to the right of the door. When Keyes comes to the door, after Neff's brief phone conversation, the folder is nowhere to be seen.
The door to Neff's apartment opens away from, rather than toward, the apartment. This was a violation of the Los Angeles Fire Code. (Billy Wilder knew this, but could not change the door because of the crucial scene where Phyllis is hiding behind the door in the hallway.)
Walter Neff is dictating the whole story in flashback format on a Dictaphone Cameo Model, which, even with the "Longer Play" cylinders with 200 grooves per inch could record up to 4.5 minutes. He pulls his cylinder from a 6 cylinder holder. Even if he used all 6 cylinders, that would only allow 27 minutes of recording. But the time between turning the Dictaphone on and off is 1 hour and 38 minutes.
When Keyes approaches to speak to Neff as Neff enters work one morning, Neff asks Keyes if it has to do with the "Peterson" case. The name of the character in question is "Dietrichson," not "Peterson". However, this could be seen as Neff's try to show no interest to the case.
When Dietrichson's body is discovered on the tracks, and presumed to be the victim of an accident, his body would have been taken to the medical examiner's office for identification and autopsy. It might be thought how this would quickly reveal that he had been strangled, and had not fallen from the train due to the absence of bruises on the body - except Neff did not strangle Dietrichson in the car (he snapped the man's neck); and bruises on the body are possible but not guaranteed with such a small fall at low speed with the prime impact taken by the back of the man's neck.