When Aunt Sarah's home is attacked by Paulie's thugs, her, Nicky, Jimmy and Jackie begin gunning as many of them down and they are seen falling to the ground dying. After the attack, when Jackie leaves, their bodies are nowhere to be found. The only thing on the ground is the weapons they used.
It's well known that light is the major weakness of the Darkness. When Jackie goes to rescue Jenny from Uncle Paulie and Captain Shrote, the Darkness grabs Jackie and pulls him into a brightly lit room to see both men holding Jenny hostage. Instead of being weakened from prolonged exposure and disappearing back into Jackie, it manages to remain in the light and keep a tight grip on Jackie.
When looking at the control scheme, it states that the circle button is used to reload weapons. While pressing the circle button does make Jackie reload the assault weapons, when pressing the button for the hand guns and sub-machine guns, Jackie doesn't reload them, he simply throws them to the ground.
During one of the loading screens, Jackie mentions Joey Palanco who is considered to be an extremely stupid hitman and was killed by Paulie by being thrown under a train. When Jackie's mission is to kill the Captain of the Santa Maria, he overhears two men talking about Ernie Palanco who is considered by everybody to be extremely stupid as he messed up a hit but was given a bonus by Paulie.
When George Hadel finishes playing his harmonica he takes it away from his mouth, but you can still hear it playing for a couple of seconds.