When Wallace goes to climb out the hotel window he looks down and we see the street below, including the sign for the Orpheum Theater in Los Angeles. He then goes around the corner of the building on the outside, looks down, and we are shown the same shot as before, theater sign and all.
The plane that the Lone Wolf takes to overtake the train changes from a single wing plane to a biplane.
Two different steam locomotives are show pulling the train at different times on the trip - numbers 2445 and 2447.
When Lanyard and Sebastian are in the haunted house, the front door comes off its hinges. When Sebastian climbs out of the coal cellar and enters through the front door some short time later, the door is back on its hinges.
When Johnny Baker (Lloyd Bridges) was shown bound and gagged in the locked safe compartment with the Lone Wolf (Warren William) attempting to open it, he clearly got his hands free enough to reach up to his mouth to remove the gag placed on it, but after a cut away, he's shown again with his hands tied and immobile and the gag firmly in place.
When Lanyard opens the door between his hotel room and the next, there is a deadbolt lock above the door knob. However, on the edge of the door, there is no corresponding bolt or plate - a shortcut often used by set carpenters.
The film is set in New York City, but the huge sign for the Orpheum Theater in Los Angeles is clearly visible when Wallace looks down from the window and outside the building - the "Hotel Bradshaw".
Lanyard calls Dr. Tupman "Conductor Tupman" when asking him to examine the "patient" on the train.