Continuity mistake: In the scene after Queenan dies, when Sullivan picks up his phone to contact Costigan, he presses the "talk" button and a smudge of blood is left. In subsequent shots, there's no trace of blood on the "talk" button.
Other mistake: When Costigan drags a handcuffed Sullivan into the elevator, Costigan slams Sullivan against the wall and his left arm is visible and not in handcuffs.
Revealing mistake: When Costello's men drive off, after throwing Queenan off the top of the building, the state troopers are firing at the van. One back window is shot out, then in the next shot of the van the other window is shot out and then the same one is shot again so the one window is shot out twice in the same scene.
Continuity mistake: When Billy Costigan is at the funeral near the beginning of the movie and reads the card signed "From Frank Costello," it is initially seen as a heavy bold script, but in the closeup, it is a thin script written in different handwriting.
Continuity mistake: When Costigan is with Madolyn in her office, the tissues in the tissue box change consistently between shots.
Continuity mistake: At Billy's mother's funeral, the signature of Frank Costello on the flowers changes between shots.
Continuity mistake: In the scene after Queenan dies, when Sullivan picks up his phone, the number Sullivan calls Costigan in isn't the same as the one from which Costigan calls back, even though it's the same mobile (silver and blue vs. Costigan's red phone for Costello's gang). When Sullivan calls, the number begins with something like "617-854" and when he sees Costigan calling back, it's "617-177".
Continuity mistake: When Costello and French encounter the cops, the first shot shows the cops' car turning their lights on. In a new shot a second afterwards the lights on the middle and right side cars are out and they are turning them on again. On yet another new angle, the lights on the car on the left turn from off and on again in a split second.
Continuity mistake: When Costello is hitting Costigan's broken wrist, as Costello is leaving the room, the shot shows Costigan crumpling to the floor beside the pool table. He is on the floor as Costello is leaving. But, the next shot shows him back on the pool table crumpling to the floor again from a bird's eye view.
Continuity mistake: While Queenan is talking to Costello out on the street, watch the people behind him. First there's no one, then we have a shot of a woman and a huge line of kids passing next to her. Then back to Costello and the woman, who hasn't moved, is now miraculously visible behind him. To add to the mess, the kids have vanished.
Continuity mistake: When Costello and Sullivan are in the porno theater, Costello's line is "it won't be me who suffers for it."When the tape is played back to Madolyn later, it says "it won't be me who pays for it."
Continuity mistake: At the end of the scene where Costello smashes Billy's hand, he pulls out a wad of cash with his left hand, peels three bills off with his right hand and throws it on the table, saying "Get your hand taken care of," then in the next shot, has the wad in his right hand and throws that down on the table, and the three bills he just dropped are no longer on the table.
Factual error: When Costigan takes the Dr. Smith-prescribed Oxycontin tablets, the tablets are incorrectly shown as large, white oblong pills with the prescription bottle just labeled 'Oxycontin'. In reality oxycontin tablets are small, round, various colored pills (dependent on mg dose) with the dosage number (in mg) imprinted on one side of the tablet as 10, 15, 20, 30, 40, 60, 80, and 160 (I believe 160 mg tabs are discontinued) and the opposite side imprinted as OC or OP. Also, the dose (in mg) would have been printed on the front bottle label.
Other mistake: When Jimmy Bags reaches for his cigarettes, Billy's gun hits his forehead. But after the cut to French's face, Jimmy Bags is spitting up teeth.
Continuity mistake: At the very last shot of the movie, taken from inside Sullivan's apartment, the Massachusetts State House appears to be quite closer than in other shots from the apartment - e.g. when Sullivan first rents it.