Annie tells Paul she needs to leave or she might put bullets in her gun. It is raining heavily. But as Annie walks outside, her hair is already visibly wet. This would indicate the scene was shot repeatedly.
In the montage of shots indicating Paul's vast progress in the novel, we see a few shots of him writing the same paragraph over and over again, which begins, "for three days and three nights, Misery..." The same line appears again when Paul is typing the final chapter near the end.
In the scene where Paul gets the knife, an exterior shot of Annie's house is shown and her Jeep is already parked next to the house, even though in a later shot her headlights flash through Paul's window as Annie pulls up to her house.
When Buster reads one of the "Dragon Lady" articles in the library, under the picture it says, "...There is a higher justice than that of man, I will be judged by Him." In the close-up shot, the mistake is corrected and now says, "...There is a justice higher than that of man, I will be judged by Him."
(at around 55 mins) Annie helps Paul from his wheelchair into bed. She then offers a pencil and pad of paper to Paul. When the camera is looking up from the bed toward Annie the pencil is in her right hand, the paper in the left. When the camera moves behind Annie and looks over her shoulder, she now has the pencil in her left hand and paper in her right hand.
When Buster flies over in the helicopter, he is high enough over the houses to have a prominent birds eye view. When the helicopter is seen through Annie's window, it is much lower in the sky; there most likely would not be any reason for them to fly this low, given the terrain.
When Paul types the line of profanity before starting work, and then looks at it, the last letter he typed is about ten characters to the right of the place on the typewriter where the keys hit the paper. Paul didn't touch the carriage return.
At the beginning of the movie when Paul finishes his book, a bottle of Moet et Chandon is shown chilling. At the end of the movie when he finishes and tells Annie he will need three things, she says the cigarette, matches, and Dom Perignon, which she pronounces incorrectly, but he concurs.
When Paul tests the powder from the capsule before stashing it in the paper holder, he then pours the powder from each half of the capsule. In reality (and in fact in the shot where he opens the capsule) the powder would only be in one half.
During the dinner scene, the penguin figurine that Paul replace facing the wrong direction can be seen facing the right way, even though this is before Annie confronts him about it. However, Annie discovered the misplaced figurine long before this, probably the day it happened. During the hobbling scene, she tells Paul that she knows he's been out of his room twice. It's never explicitly said how she knows about the second time, but likely she discovered that the knife was missing.
Although Buster's wife would have missed him after he didn't come back from Annie's house, he never told her where he was going, so it's not unreasonable that for one night, no one went there to look for him.
When Marcia Sindell calls Buster up and asks if he has seen or heard anything about Paul Sheldon, he tells her that if he finds anything he will call her right back. Buster wouldn't be able to call her back because she did not give him her phone number, the firm she works for or where she is calling from.
When Annie flicks through Paul's untitled manuscript when it is on the grill, it is revealed that a page of text is actually a review of Cameron Crowe's Say Anything..., which was released as "Misery" was filming.
When Paul Sheldon is going through the "Memory Lane" scrap book of Anne Wilkes, there is a news story of Dec 7, 1984 about "infant deaths returns to hospital nursery ward" at Elridge Hospital. The text is repeated twice after the first 3 paragraphs to fill in the newspaper space.
When Paul tries getting back to his room on time before Annie gets to door (after she has arrived home from the shop), it shows Paul rushing down the hallway from the kitchen in his wheelchair, which seems to take him a long time. However, the camera shows that he seems to be going "back" during each shot. It would not take him that long to get to the writing studio (this is noticeable earlier in the film, when Annie goes to fetch water from the kitchen to put out the fire from the burning manuscript.
During the last few minutes inside Annie Wilkes' home, Annie carries a tray from the kitchen to Paul's writing studio. From left to right, the tray has the glass, the Dom Perignon bottle, the match, and the cigarette when she leaves the kitchen, but when she enters the writing studio, the glass is on the right when it should be on the left and the match and the cigarette are on the left when they should be on the right.
Deep footprints are clearly visible as the sheriff starts to climb down the snowy hillside to look for Paul's car; he even steps into at least one of them. Obviously previously-formed footprints from prior camera-takes of this scene.
In two exterior shots of the house, one where Paul is writing and the other when he is sleeping, it shows Paul typing wearing a blue shirt (through the window ) even though he is wearing a red shirt in that scene. In the second exterior shot of the house, later on in the film, it shows that the light is on and Paul can be seen typing even though the light should be off and him being asleep. This reveals that instead of doing two different sequences of rain scenes, they just used the same one instead of both of them. Thus, it does not look like James Caan at all from the distance shown.
The goof items below may give away important plot points.
In the scene where Annie kills the sheriff, as she walks down the stairs, there are several close-ups of Paul that show a white box with "Clearly Canadian" (the beverage) written on it. There is a bag covering most of the "Clearly" lettering. The box is located to the right. However, when Annie returns with the gun and needle, the close-ups of Paul show a plain box without a bag.
When Annie shoots the Sheriff toward the end of the movie, he falls down the stairs, face first, and stops partway down. However, Annie immediately begins to speak to Paul and heads down the steps, walking where the corpse would have been. There's also no blood left behind from the gaping wound in his chest.
After Annie shoots the Sheriff, she leaves his body and Paul in the Basement while she goes to fix Paul something to eat. Paul should have been able to retrieve the Sheriff's gun to defend himself. The Sheriff's gun is visible when he leaves Annie's house and closes his Coat.