In the opening stormy weather scene lightening and thunder crash and the power goes out. Young Billy's flashlight quits working as the scene shifts back to young Billy's window there is a night-light lamp that is still illuminated.
When Julia gets out of the car, the warning signal lights are off. In the next shot they're blinking.
When Julia wakes in the mental hospital, the sheets are pushed down to the foot of the bed, and the rails are down. When the Doctor and orderly come in after she's taken, the bed is made and the side rails are up.
When Julia's car stalls on the road, she is shown sitting in the car wearing a seatbelt. After she reaches into the glove compartment and pulls out a flashlight she is no longer wearing the seatbelt.
When Julia is in the room at the hospital (doctor's) after she is found in the subway, the window changes. It is perfectly see-through when they pick her up off the floor and put her on the bed and when she goes to get up to look out the door, the window now has what looks like thin bars on it and you can no longer see clearly out of it.
When Julia looks through documents from her case as a child, we see the letterhead of State Mental Health Assoc... in Center City, Washington 20158. All ZIP codes in Washington state begin with 98- or 99-. The ZIP code listed would be in Virginia.
This is most likely a reference to Washington DC since "Center City" is a neighborhood/nickname in the district's inner section, but the ZIP code would still be incorrect, "Center City" is not an official postal designation, and "Washington" is still missing "D.C."
Julia pulls out a large splinter from her forehead, left there by the creatures to mark her, and she just leaves it in the sink of the Chinese restaurant. That splinter could have served as evidence of their existence but it's never referenced again.