Near the beginning of the movie, as the Yorkin family is going over their set of developed photos while in their house, they are eating Chinese food and inside of an opened fortune cookie it reads "Someone wants you to be happy". Director Mark Romanek actually searched through 30 fortune cookies before he found one that related to the film and used it in the scene.
The hotel that Will and Maya spend their lunch breaks in is called the Edgerton. Harold E. Edgerton invented the high speed electronic photographic flash.
Even though Detective Van Der Zee is desperately trying to reach Will Yorkin's room in the hotel and no one answers, he doesn't send anyone up from the hotel. An experienced Detective certainly would have done this, especially since he didn't know there was no real danger at the moment.
When Sy is taking his last walk through SaveMart, he speaks with Yoshi then is shown walking down an asile (2a and 2b). The boxes in the walking shot are different than what is behind Sy when he is saying good-bye to Yoshi. Note boxes sitting on their face or back in one of the sections. They are there when he is speaking with Yoshi, but not in the Steadicam, walking shot.
Sy Parrish: Most people don't take snapshots of the little things. The used Band-Aid, the guy at the gas station, the wasp on the Jell-O. But these are the things that make up the true picture of our lives. People don't take pictures of these things.