When Cleopatra comes into Rome on her black Sphinx, watch the close-up of the back of her head where it is sunny, and then when they show the long-distance shot. You can see that there are shadows on her from the long distance shot which would not have been able to move on her so quickly between shots.
The photographer/videographer (the guy who composes the scenes) of Cleopatra was notoriously picky. When they began filming the entrance into Rome, they filmed about half of it, and then the photographer/videographer guy decided that the sun wasn't in the right place, and they had to wait about 3 months for the seasons to change so that the sun would be in the right place in the sky. You can check this for yourself, I heard it from the AMC documentary on the making of Cleopatra.
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