Continuity mistake: When Magneto lands the Golden Gate Bridge on the island, as it hits land it is still very light. When the Brotherhood start to walk toward the island, it cuts to a wide shot of them still walking on the bridge, and it's suddenly dark.
Factual error: Take a look at Google Earth - the section of the Golden Gate Bridge Magneto breaks off (tower to tower, with a bit of overhang, 0.9 miles at most, more like 0.85) is not long enough to reach Alcatraz - the two closest points are 0.96 miles apart, and that's the very end of a pier, which most likely couldn't support the weight of the bridge anyway.
Continuity mistake: When Logan pulls out the two horns from his stomach, the camera shows two holes on the singlet as part as his wounds. In the following scenes, the holes of the t-shirt have recovered (I know Logan has healing ability, but not his clothes).
Trivia: Stan Lee makes a cameo appearance in the beginning of the movie when Jean is being recruited and showing off her powers. He is the man holding a hosepipe.
Trivia: Longtime X-Men writer Chris Claremont is shown (guy with a lawnmower) in the Grey's neighborhood at the beginning of the film.
Continuity mistake: When Angel is about to get the "cure" in the San Francisco skyscraper, you can see the reflection of San Francisco in the outside of the building - a huge hill with lots of buildings, and a large white tower at the very top. But when the camera switches to inside the building, looking outside, the view has suddenly changed to a view of the bay, and Alcatraz.
Continuity mistake: When Magneto and Charles Xavier are in Jean Grey's house (when she is older and making everything around her float in the air), watch the book shelf when it falls down. At least 25 books fall out of the top shelf and in the next few shots you see that the number of books fallen has minimized greatly.