Continuity: When Jimmy The Saint is threatening Lt. Atwater with a baseball bat he's holding it against Atwater's chest and lowers the bat to the ground to lean on it, but in the next shot the bat is back against Lt. Atwater's chest.
Revealing mistakes: When Jimmy is meeting The Man with the Plan to talk about the job for the first time, you can see Christopher Walken's legs move slightly a few times. He is supposed to be a quadriplegic.
Continuity: During the movie, they refer to the hit man killer as "Mr. Shush" (it even says as much in closed captions) - yet in the credits and chapter section, he is called "Mr. Shhh".