Before shaving completely bald at the end of the movie, Shame's haircut is different in almost every shot.
When he calls Agent Rothmiller to let him know that he has located Angela, Shame doesn't identify himself to the telephonist. But when Rothmiller gets on the telephone, he knows that it is Shame.
During the scene at the mall when the two women are being exchanged on the escalators, Angela is seen behind Shame. You can tell it is the actress because you can see her eyes blinking. Then Shame put a mannequin on the escalator as to trick Mendoza. Later we learn that Angela is hiding in a storage room.
After the bad guys try to kill Shame while he is driving the jeep, he uses the jeeps 4 wheel drive to drive over their car from front to back. He then backs his jeep into the back of their car. He pulls forward, so he can ram them again. And suddenly the bad guys car has turned 90 degrees to the right. Shame then backs into the side of their car sending them rolling off the cliff. Before he backs into them for the second time, they should have still been rear to rear.
The food on Peaches' plate changes several times in the breakfast scene.
Filled propane tanks are never kept in doors.
When Shame calls the boutique owner pretending to be the radio DJ, he claims to be from radio station "82.3". An FM radio dial starts at 87.5, so 82.3 is way too low for a radio frequency.
In the beginning of the movie, Shame's hair is cut. When he is at the police station getting Mendoza's file, his hair is grown.
When Rothmiller tries to catch Peaches she takes a pot of boiling water, and spills it in his face. If a person gets boiling water on their body then they will have blister's, redness, peeling skin, and pain, but Rothmiller had nothing wrong with his face. He looked like he did before the boiling water spilled on him.
After Mendoza, and Shame's fight and Mendoza is handcuffed, Mendoza's shirt is all bloody. In that same scene his shirt changes the amount of blood on his right arm side of the white shirt.
When Wayman is in the kitchen cooking, we see him from the back. He is talking, but his lips do not move, nor does any other part of his head.
At the end before peaches gets caught by Mendoza inside the mall, she was hiding behind the mall's water source, accidently turns it on and crawls away, as she crawls away you can see through the water source's marble a reflecion of a crew member crawling as well, meaning he's behind the camera of the shooting scene.