In Episode 5, Saruhiko lands a clean throwing knife stab into Misaki's shoulder. While it is not very deep, and Misaki was clearly in pain, he managed to move on after that by simply bandaging the cut with a handkerchief, without any hint of an infection. A wound like that may fester pretty badly... Until you realize that Saruhiko threw the knife after heating it up with his ex-Homura powers, which pretty much sterilizes the blade like a high-temperature bullet. Also serves as a somewhat twisted Crowning Moment of Heartwarming because even in his lunacy Saruhiko still takes care not to hurt Misaki too badly. You might notice that he actually threw two knives but only one connected and only barely, whereas the knives he threw at Rikio were more than effective.
In Episode 1, the robot clearly reacts towards an invisible Neko whom Kukuri can't see. Then it turns out that Neko's powers aren't so much invisibility and illusion-creating than simply screwing with the sensory perception of other human beings... Robots not included.
Many times we see Neko interacting with the cleaning robots at the school, especially when they're around Shiro in public. She was doing this because she knew her powers couldn't affect the robots, and that if they saw Shiro, they would have tried to get rid of him in front of the people he interacted with.
In Episode 4, the robots tried to clean Shiro up as "trash" in a supposedly comedic moment, but the robots are programmed specifically not to target students or their belongings as trash. Then, he turns out not to be a student.
Kuroh's behavior in early episodes is weirdnote In what planet does a samurai bring a set of kitchen utensils and flavorings when he hunts down a person he is supposed to kill?. Then, it is later revealed that his late master had the power to see the future. He most likely has had taught Kuroh lots of weird things for the inevitable encounter with Shiro...
Kuroh's fight against Reisi in episode 8 gives an impression that he is being stupid for not using his magic arm thingy or his sword. But then, he is against the Blue King who obviously has far greater supernatural power while he can't draw Kotowari against anyone other than the Evil King. It means, the only chance Kuroh has against Reisi (a chivalrous person himself) is in normal, unarmed combat.
Shiro seems overly competent at points, such as knowing how to pilot a helicopter, deducing information like a scientist would, and knowing exactly how to work flash bombs. Then it turns out that he is actually Adolf K. Weismann, a German war scientist during World War II...
Shiro only stutters once while lying, when making up a name for his equally made up sister, even though he pulled off a very fluent lie earlier about how she's confined to the hospital and how lonely she is. He actually does have a sister, even if he doesn't remember her, and she died tragically. The stutter was probably caused by his suppressed memories.
The color balances/filters of the anime's various locations might very well represent the territory of each Clan. If you pay close attention, a great majority of the city has a distinct, blue tone to it. Guess which Clan has unfettered access to the city's various resources and surveillance? Scepter4. See the red/magenta blanketing everywhere in Izumo's bar? That's HOMRA, the red clan's, headquarters. The interior of Weissman's blimp was pretty silvery. The Gold King's territory was littered with yellowish accents.
Another thing is that after reading Story of Stray Dog, one realises that Kuroh has actually met Totsuka but doesn't find out his name until after he's been killed. And that in fact, it is right after Kuroh leaves Totsuka's care that the HOMRA member is shot by the Colourless King.
Tatara died on 23:45 of December 7. Anna's birthday is on December 8, just 15 minutes away. Think about it. The side materials sort of hint to the fact that Anna may never be able to celebrate her birthday like a normal kid ever again.
Whoever Shiro actually was, before the Colourless King took over his body and confronted the Silver King with it on that fateful night. We never find out who he was and it isn't guaranteed that he had no family or friends who would be worried sick about his disappearance, and if so they'll never know what happened to him. And considering the ending, he's as good as dead, or gone forever as the new host for the Silver King. There's also the possibility that the original owner of that body was consumed by the Colorless King. Shiro/Adolf's dialogue suggests that this is what happens if the Colorless King inhabits a body for a sufficient period of time. There was also a flashback scene of the innocent boy getting snatched by the Colorless King. If it was the King's original body, and it had to have a soul to move, then it wouldn't make sense for that body to be awake and aware when we are shown the POV of the Colorless King heading for it.