In the scene where Betsy is walking into the Palantine headquarters in slow motion, Martin Scorsese is sitting on the steps of the building. He also appears later in the movie as the guy who's going to kill his wife. From what I understand, the actor who was supposed to play the guy who is going to kill his wife was unable to film the scene for some reason and Scorsese had to take his place. So, my guess is that Scorsese slipped into the background as an extra in the earlier scene before he realized that he would be playing the other part as well.