Identity
Thought all the moments of mistaken identity were interesting...
1. Joanne Whalley changes her name two different times.
2. The guy from the hotel where they fake her death doesn't recognize Val Kilmer when the police bring him in for questioning.
3. The surviving guy from the briefcase heist thinks that Val Kilmer is Michael Madsen when they're in Vegas.
4. The guy at the Echo Bay Motel recognizes Val Kilmer from being there (so Kilmer pretends he's never been there before).
Noir movies tend to play with that idea, but never seen it done so many times and have it affect the plot so specifically.
"Weirdness was all he cared about. Weirdness and sex and plenty to drink."