The last scene the rain is very evident, there are puddles in the road, everything is wet, Neal and Peter have umbrellas as approach David Segal. David Segal has obviously been this spot for quite a while, yet his clothes are virtually dry. His clothes should be totally soaked.
When Moz is in a doorway of the museum and is afraid Siegel will spot him, he exits the doorway to his right, and is walking down the street with the building on his right. When Siegel looks in his direction, Moz is now walking in the opposite direction he exited the doorway, with the building now to his left.