Brick Joke: When Craig finally leaves John Malkovich's mind forever, he's holding the plank of wood he had at the very beginning.
California Doubling: The whole movie was shot in L.A., but set in New York. When Lotte falls out onto the New Jersey Turnpike for the second time, look in the background for some palm trees that shouldn't exist.
Maxine: Tell me a little about yourself. Craig: Well, I'm a puppeteer... Maxine: [turns to bartender] Check!
The Danza (but very easy to mistake for As Himself): John Malkovich as John Malkovich. The former has said the latter bears "only the faintest resemblance" to himself. Among other differences, his middle name is changed (from Gavin to Horatio), he really had never been in "that jewel thief movie" at the time, and he doesn't live in New York.
Defictionalization. A lot of people in the film compliment John Malkovich for his role as a jewel thief. However, as the character repeatedly pointed out, he'd never played a jewel thief by 1999. In 2003, he played a jewel thief in Johnny English.
Downer Ending: And how. Craig jumps into the portal too late. As a result, he is trapped inside the mind of the girl being raised by both of his former wives, unable to affect anything.. Forever. The last lines of the movie are him weeping and pleading that the girl look away from the two women laughing and playing with each other. To be fair, he did turn into a psychopathic Jerkass.
Evil Versus Evil: There are no genuinely moral characters in the film, save Malkovich himself, and even he's painted as a bit of a pervert in the trip through his memories. Everyone else is trying to take control of Malkovich, and worse his as yet unborn daughter, with no regard for the fact that they're essentially killing them by suppressing their consciousnesses forever.
Foreshadowing: Lotte spends the whole first half of the movie making ridiculous, flower-child psychology statements like "Elijah is suffering from some childhood trauma". Then, when Lotte is struggling against the ropes she's tied in, Elijah has a first-person flashback to when his parents were tied up (complete with monkey-language dialogue and English subtitles), and he couldn't untie their bonds before he was captured.
Craig performs "Craig's Dance of Despair" with a puppet at the opening, then performs it using John Malkovich's body.
Near the beginning of the movie Craig and Lotte are making dinner and the parrot is being annoying. When Lotte goes to put it up it says "Help! She's locking me in a cage!" and it's kind of cute. Later in the movie however when Craig goes crazy and stuffs Lotte in a cage, she screams "Help! He's locking me in a cage!"
Early on, Maxine asks Craig, "Are you a fag?" By the end of the movie, she's in a lesbian relationship.
Craig watches a video where Captain Mertin gets a proposal from a midget in need of help. Later, Lester gets a similar proposal from Lotte (he's even holding the same pipe from the beginning).
Earlier, Craig is disgusted by a famous puppeteer who is solely a gimmick celebrity. This is ultimately his fate when he controls Malkovich.
The only thing that Lotte wants from Craig is a child. She finally gets this surprisingly when she becomes a father inside Malkovich.
Genre-Busting: A comedy drama laden with surrealism which functions as a borderline philosophy course.
Grand Theft Me: The entire point of the doorway inside the Mertin Flemmer Building. Turns out that Mertin has been using it for decades to jump from host to host as his current one grows too old... which means that little Emily is doomed to become the next victim.
Karma Houdini: Lester and his friends, Maxine, Lotte... everyone except Craig and Malkovich himself, really.
Loser Protagonist: Craig starts out the movie as a penniless puppeteer. When both he and Lotte try to make a move on Maxine at the same time, she rejects Craig because she doesn't find him physically attractive. Ouch.
Unguided Lab Tour: Pretty much how the portal to John Malkovich's psyche is discovered.
Weirdness Censor: Granted he didn't witness what Malkovich was going through firsthand, but perhaps it's fitting (especially given the events of 2011) that Charlie Sheen didn't think anything Malkovich was saying sounded weird at all. Actually, he found the whole thing kinda hot.