The killer repeatedly pulls Alana closer to him during the course of their conversation. Though supposedly holding her wrists to keep Alana from moving, she always returns to the same position as when the scene first began.
After the killer murders the student in the lavatory, a witness opens the door to find the dead body and blood everywhere. Minutes later, a second witness opens the door to find the lavatory in a clean, pristine state. It would be virtually impossible for the killer to have disposed the body and cleaned up the mess (without help) in the short amount of time it took for the second witness to see the lavatory.
Position of bottle on the second victim and blood on the bottle are changed in two continuous shots when the corpse is first found.
When the killer offers Mitchy a cigarette there are several cigarettes and a severed finger in the case, with no lining. When the camera shows a close up of the case/finger there are no longer any extra cigarettes in the case, just the finger, and it now has a white paper lining that looks like a napkin.
The train passes the same ice-encrusted curve several times throughout the film.
After the train is stopped and everyone is grouped up outside of the train, the shots of Ben Johnson's character, Carne, are reversed or mirrored. The word "Conductor" on his hat is mirrored in some shots when the light hits it.
At one point, Merry and Pet say that if Jackson and Ed come looking for them, the others should tell them that they have gone "home", meaning that they plan to return to their respective compartments. However, a few minutes later, Merry and Pet are seen watching the magic show. Rather than a plot hole, their reappearance more likely means that they only want Jackson and Ed to think they have left the party when in reality they have not.