When Sarahs nephew asks of the bird early on in the movie wheres his brother? this is a clear foreshadowing of the fact that Borden has a sibling. Also Borden can spot the oriental magicians ruse so easily (This is the trick! he says of the magicians limp and seemingly feeble visage) because his own trick it has so much in common with his own trick. This is also why Borden is insistent that no one can perform his trick (No one can do my trick!)- because of the special circumstances (the twin) and the fact that he has channelled his entire life and energy into the secrecy necessary to pull it off. Olivia tells this to Angier: He lives his trick! Yet Angier will not believe her, even though she explains that there are items unaccounted for backstage such as wigs and props (which Angier, in his growing obsession, believes are all part of Bordens scheme of misdirection). Borden even admits the trick to Root, Angiers double. When Borden tells Sarah he loves her, and she disagrees, this is because on that day the Borden who loves her is playing the role of Fallon. Fallon also has to wear gloves to hide the fact that he is missing the same fingers as Borden (and when these fingers are cut off, Sarah cannot understand why they are bleeding again). Revealingly, when Sarah says shes pregnant, Bordens response is Thats great, we should have told Fallon. Borden reacts in this peculiar way because Fallon was actually the father! Perhaps the biggest clue of all is when Borden says to Fallon whilst in prison You were right, I should have left him to his damn trick. Im sorry. Im sorry for a lot of things. Im sorry about Sarah We can see then that at this point of the film the twin playing Fallon was the one who was in love with Sarah. I should have left him alone harks back to a point several minutes earlier in the film, when the twin dressed as Borden insists that Fallon is to leave Angier alone. The twin then playing Borden who said leave him alone is now the twin playing the role of Fallon.