Good point. Along those lines (things that should have been clues), I always think of "A Friend in Deed."
Hugh shows up at the club, clearly nervous or upset, and pulls the police commissioner away from the gaming table to have an urgent private conversation. Later that day, his wife is found murdered. The murder is important enough for the police commissioner to go on television talking about it, yet somehow nobody remembers or reports that strange meeting between the murder victim's husband and the police commissioner on the very day she was murdered.