Factual error: Right before Frank humiliates Dorothy for the first time, he blows out one of the gaslights in her apartment. That is never done in real life, for the same reason you would not blow out the pilot in your stove.
Visible crew/equipment: When Frank humiliates Dorothy and Jeffrey watches from inside the closet, you can see someone walking out of the bathroom. This happens right after Frank leaves and before Jeffrey steps out of the closet.
Factual error: When Frank comes to kill Jeffery in Dorthy's apartment he rakes the slide (cocks the gun). Then he fires in the bedroom and then rakes the slide after each shot. On a semi-automatic, as he was using, the fired bullet automatically chambers the following round and cocks the gun so there is no need to re-cock the gun with your hand. Raking the gun slide as he does in the movie would cause an unfired round to eject out the side of the gun.
Factual error: When Mike's car hits Jeffrey's from behind, Jeffrey's and Sandy's heads move first forward and then backward. Physical laws, however, would have it the other way around.
Continuity mistake: In the first of the nightclub scenes in which Dorothy Vallens is seen singing 'Blue Velvet' her dress mysteriously changes from having straps to a halter top. The 'why' for this becomes clear later in the film - in her second nightclub appearance (the following day) she is wearing the halter top. Evidently the filmmakers cut in a shot filmed for the second scene.
Continuity mistake: At Ben's place, Frank enjoys a cold glass of Pabst Blue Ribbon - its colour, the level in the glass, and the amount of head change repeatedly within a few seconds.
Continuity mistake: When Sandy and Jeffrey are at Arlene's diner, their Coke glasses are originally only about an inch apart, and then much further apart in the next shot. The angle of the drinking straws also changes between shots.