In the final chase scene, McCloud's taxi sign on the roof is lit, but seconds later in a followup shot it isn't. Then a few seconds later, it's lit again.
McCloud's gun makes four different sounds when he fires it during the episode, including two different sounds on consecutive gunshots. (Keith Hampton's gun also makes two different sounds on consecutive shots; he and McCloud are firing at each other.)
The Police cars that respond to the shoot out in Central Park when first shown are no where near Central Park, however they arrive on the scene in only a few seconds.