The initial scenes are set in the city of Veracruz, but were filmed in Tehuacán. While the action is still taking place in Veracruz, you can clearly see the name Tehuacán on a building.
When Duke Halliday falls off the side of Jim Fiske's car, he lands on his left arm and is seen rubbing it. In the next scene, while speaking to Inspector General Ortega, Halliday is rubbing his right arm.
Col. Ortega: [talking to Lt. Ruiz]
Once upon a time there was a little cat who had a little mouse right in his paws but he let the little mouse go that later he could follow that little mouse into a group of little "mouses"
Lt. Duke Halliday: [to Joan]
I'm the kind of guy who doesn't like to turn around, Chiquita. Besides, that there's a guy behind me with a gun. Remember?