When Taylor, Bonasera and Flack are chasing Troy Castro, Castro fires ten shots from a .357 revolver. Revolvers with calibers that large do not hold that many rounds and Castro was never shown reloading.
When Sheldon Hawkes is examining the revolver he found at the crime scene, his flashlight shines through the chambers in the cylinder, indicating that there are no shell casings in the cylinder. In other words, the gun was empty.
When Adam Ross and Mac Taylor are in the lab working out the bullet trajectory, sections of the "green screen" walls can be seen.