WALK/DON'T WALK signs in New York City at the time of the film used words. The camera zooms in on a sign where there is a upheld hand for stop and a walking figure for go. These pictograph signs were typical at the time in California, not NYC, where the movie is set.
As Craig enters Maxine's office to tell her of the portal there is a coat hanging on the doorknob. When he checks the hallway outside, the coat is gone, only to reappear after Maxine finishes taking her phone call.
When Craig Schwartz first boards the elevator, the alarm stops when the stop button is released, before the door closes. But when Maxine boards the elevator to descend from floor 7-1/2, the alarm keeps ringing until the door closes.
When Maxine enters Malkovich's subconscious for the gun chase, when the first smashes into the bedroom through the closet, there is a man in a green shirt on the left side by the chest of drawers. You can see his hands in one shot, then his whole body.
When Craig gets spit out into a ditch for the first time, he is limping onto an on-ramp, a sign that reads "DOCK STREET NEXT RIGHT" is visible at the distance, suggesting a filming location at Terminal Island Freeway in Wilmington California.