When Don is in Nat's bar drinking shots of rye, the number of shots is depicted by the increasing number of wet rings left on the bar each time the shot glass was refilled. Several rings collect on the bar, each remaining as wet as the last. In actuality, the glasses would leave rings only if the alcohol had been cold, which would have caused condensation of atmospheric water vapor on the outside of the glasses. Since the alcohol was at room temperature (the bottles were sitting out in the bar when the bartender poured from them), there wouldn't have been any condensation, therefore no wet rings would have been left on the bar.