Never noticed this. In Eyes Wide Shut, when Bill goes to the costume shop:
As Mr. Milich steps out of his apartment, we can see some lights reflected on the glass door of the building. These lights are the neon signs in front of Sonata Cafe and Gillespie’s Diner. Upon cutting to a reverse we can see both buildings directly behind Bill. He’s apparently hired a cab to drive him to a destination that was right across the street from where he was. The cabby most likely drove around, then dropped his clueless passenger off.