When Jai and Ali are discussing the case at Victoria's penthouse, mountains are clearly visible in the background. There is no scenery like this in the American Midwest or Chicago.
After her date with Samar, when Aaliya pulls away in the El car at the Quincy station the car's rear display clearly says "Not In Service" (as it was being used for filming).
During the first robbery scene, when Sahir is falling down from the bank building, neither his clothes, nor his hair are fluttering in the air, which is expected when someone is under such a free fall.