The amount of cockroaches in the candy dish are less when Vic eats a cockroach. When Keith mistakenly eats one there are many more cockroaches in the dish.
After the car spins around when the drive into the city, the view from inside the car shows they are on the right side of the road. When the view changes to show the side of the car, they are stopped in the road on the left side of the road near the curb.
While Keith and Allison are walking, she slips off her pumps. When they encounter the girl sitting on entryway steps, her pumps are suddenly back on. Then when they enter the hotel and walk up to the counter, they are off and she visibly puts them on.
After the car spins around very unrealistically, the scenery directly in front of the car is obviously a painted backdrop. In addition to all the objects ahead clearly being a painting, the other giveaway is how the "scenery" meets the roadway.
When Grace Jones is killed by sunlight. Her skeleton arm raises up and gives the finger to her destroyer. Just as the finger goes up, you can see a crew member's hands holding the other end of the skeleton's arm in the shot. This is only noticeable on the UK Blu-Ray, as the Anchor Bay DVD is slightly cropped.
As Keith and Alison run towards the bus just after leaving the pawn shop, on the right side as the bus approaches you can see a film crew member pulling electrical cable. This is clear on the Blu-Special edition.