When the subway train arrives in 1944 Budapest, its reflection (as the subway car, not the railway passenger cars) is seen in a mirror on the station platform. The "New York City Subway" plaque and the number board (6622) should be their respective mirror images.
When Nadia tells Alan "Don't worry" around the 4'50m mark, there's an echo on her voice which gives away that the piece of dialogue was post-dubbed in a studio and not recorded on location.