Factual error: After escaping the hospital, Harvey Dent wears the same charred suit he was wearing when he was brought to the hospital. That suit would not have been neatly taken off and left intact. It would have been cut off with shears so as not to accidentally remove any damaged skin and flesh when pulling the pants and shirt off. The blazer might still be intact but certainly not the pants and shirt.
Continuity mistake: During the big chase, at one point Batman, riding the Bat Pod, shoots out a glass doorway and proceeds to drive through an underground area loaded with storefronts. However, if you look, the editing makes no sense. He rounds a corner and shoots out the glass doors and is about 5 feet away from crashing through, then it cuts and he's in a completely different area with completely different lighting going up a ramp, then the camera cuts again and he bursts through the doors seen two cuts prior. The rest of the scene is edited normally, so it makes no sense why this moment has the Bat Pod teleporting to a completely different location for one short shot. A prior correction stated he was going up a wheelchair ramp, but this is complete hogwash - the ramp he's going up is in a different location nowhere near the doorway, and he's at least 50 feet from any structures, whereas moments prior he was only about 5 feet from the doorway.
Other mistake: During the Prewitt building siege near the end of the movie, three SWAT members are rappelling though glass windows to challenge some hostages who are dressed as clowns. Batman runs towards them and on screen just in time mid sentence to defeat two of the SWAT members with the third member already inexplicably writhing on the floor in the background, as though he has already been downed by the Caped Crusader before confronting the other two. (02:07:05)
Plot hole: The Nomex survival suit that Bruce gets from Lucius Fox in Batman Begins is bulletproof, knife proof, and can stop anything but a straight-shot, per Fox. All Bruce did was spray paint over it to make the batsuit. But in the beginning of The Dark Knight, Batman gets mauled by a dog which chews through the suit and cuts Bruce's arm, causing him to need stitches.
Suggested correction: The suit still has seams, through which the dogs can bite.
The suit he was wearing is knife proof, meaning there's aren't suppose to be any "seams" for a dog to bite through. It was the later suit he requested that would be vulnerable to knife attacks.
Lucius told Bruce in Batman Begins that it would stop a knife, he didn't say it was knife proof. This was likely in reference to protecting vital organs from stab attacks, etc, not the weakest areas in his armor from dog bites. There was always going to be flexibility, protection, and weight consideration trade-offs for optimization purposes with any armor he wore, not just his 2nd.
Continuity mistake: In the final fight, Batman shoots the blades out of his gauntlet to knock the detonator out of the Joker's hand. About a half second later, Batman throws Joker over him and off the ledge. If you pay attention, the blades have reappeared on Batman's gauntlet for this one quick shot. They are then appropriately missing for the rest of the scene. (This mistake goes by quickly, so slow motion helps but is NOT required.)
Continuity mistake: One of the batpod arms guards/shields covering the handles falls off when Batman hits the truck when trying to avoid hitting the Joker. It's on the floor after that stunt, but when the Joker walks towards Batman, it's not there and gets reattached. (01:22:17)
Revealing mistake: As the SWAT guy preps a charge, the false section of the wall is outlined.
Visible crew/equipment: When the Joker places the smoke grenade in the bank manager's mouth, a wire or tube can be seen on the left side of his face. It's only visible in the shot when the string pulls the pin, as soon as he drives away in the bus.