Here's a list of changes that I noticed:
1. At the end of Rorschach's search of the comedian's apartment. Two cops enter, he knocks one of the cops out and jumps out the window as the other cop is firing his gun at him.
2. Rorschach has more comic book monolouge, throughout the movie. Though I'm only going to mention it once. (nothing but the good stuff too.)
3. Dan and Holis's visit is extended by seeing roschrach on TV. Hollis comments "It didn't stop him." (refering to the keane act.)
4. More scenes from the comic such as:
-- Before they walk into the alley we are introduced to the scene by the news vendor talking to Seymour delivering his papers.
-- When Jon says "leave me alone" everyone in the room disappears. Leaving him alone.
-- Cut back to Laurie and Dan at the end of the fight.
-- Laurie decides to go back to the military base and Dan meets with Hollis; they watch TV and learn of Jon's departure. Dan says laurie doesn't know. Cut to Jon on Mars and his story.
--The only major difference in this scene that I can remember is Jon talks about his symbol, slightly varied from the comic he says,"The boys in marketing wanted me to have a symbol. I said if I should have a symbol it shall be one I respect."
--Next scene is Laurie getting interrogated at the military base. They discover that Jon is on Mars and Laurie escapes and decides to go stay with Dan.
5. Rorschach has more dialogue from the comic with Dr. Malcom. Also in his story of the girl, the murder is shown as in the comic - walking outside, asking his dogs to bark, when they don't he draws his gun and enters the building.
6. Rorschach and Laurie argue on the rooftop of the jail; Rorschach more or less calls Laurie a whore. They escape.
7. Jon and Laurie begin their conversation as they did in the comic: "You're going to tell me you have been having an affair with Dan".
8. A few more interesting changes, happen.
9. Oh and Hollis talks on the phone with Sally, only to be interrupted by knocks at the door. He has a great montage death scene. They also explain why the knot heads go there at an earlier point.
10. In the bar, Dan sees the news of Hollis's death by knot heads and beats up one in the bar (knocks out like all of his front teeth. pretty brutal).
Buenisimo si ponen la muerte de Hollis, eso faltó mucho.