On the letter addressed to Mr. Ronald J. Grimes, the sender's name is spelled as "Cristiani" or "Crestiani"; either way, the "h" is absent. However, this shouldn't be considered a Goof as typewriter errors were quite common before word processors and spell check.
In the final scene with Alfred Hitchcock, he throws his hat and umbrella through the window, supposedly at the highest floor of the building, and the audience can hear the sound of the items landing on the floor.
In Alfred Hitchcock's opening monologue, he supposedly is looking out of the window into the city. He stands up and faces the camera, where his shadow can be seen cast on the building in the background revealing it to be fake.
At the restaurant, when Benedict tells Grimes, "You're trapped, just like the rest of us." The camera perspective then changes from a wide shot to a closer shot, from slightly behind Benedict; his lips are no longer moving, although his dialogue continues.