Factual error: It is not possible to be "allergic to all known anaesthetics". Amongst the amide local anesthetics lidocaine, prilocaine, bupivicaine, mepivacaine and dibucaine are naturally occurring substances and if administered without a preservative they cannot trigger an allergic reaction. If Bales is allergic to them, he'd be allergic to the metabolic processes of his own body. They are all powerful local anaesthetics and could easily be used for a radical rhinoplasty such as that required by Bales.
Factual error: When the Joan Cusack character bolts into the control room with the "Mercenary" cassette, you can here the director counting down to roll the tape. A 3/4" tape being inserted and threaded up in the machine normally takes about 8 to 10 seconds, yet the tape plays when the operator hits the play button.
Factual error: In the scene when Baby is changing her clothes in the back of Johnny's car the lights and shadows in the car are moving in the wrong direction. (00:49:30)
Factual error: When Ronald shows up mowing Cindy's lawn at 6am, it is fully bright outside. Not possible. It's January (since just after the New Year's Eve scene) and in Arizona during January, the sky is still fully dark at 6am (about 6:15 to 6:30 it would start getting a bit of daylight).