The ending shows Odd walking through the desert and approaching Las Vegas on foot; however, if he walked from California, he'd be approaching from the West, but the view of Las Vegas he sees is that of approaching from the East, judging from the arrangement of the casino hotels on the Las Vegas Strip.
When Odd takes the gun from Eckles to shoot Kevin Goss near the ice cream shop, there are four rounds in the clip. He never cocks the gun, which would have put one of the four rounds in the chamber, but it locks open when he fires the fourth round. The only way it would have fired without cocking it is if there was a fifth round which would have been in the chamber. That would mean, however, that the gun wouldn't have locked open once the fourth round was fired.
In the hospital after the chief is shot. When the chiefs wife pulls out Odd's chain it is visible for a slight second as a pair of dog tags and then as a heart when she shows it to Odd. However, the chain actually has two dog tags and the iron heart pendant. When the wife focuses the pendant to show Odd, the dog tags are hanging off/below camera
When Odd and Stormy are riding the scooter after leaving Viola's kids, they ride past a car dealership. All of the signs at the dealership (including the sign out front) are backwards, except for the large "Quality" sign in the middle. The film was reversed to change their direction of travel, but only one sign was fixed.