Character mistake: After sleeping with Juan Antonio, Vicky returns to the library to study and do research. The narrator says that she cannot stop thinking about Javier, the actor's real first name, not the name of the character Juan Antonio.
Factual error: We're told over and over that Vicky is an expert on Barcelona and Catalonia, for she has written a thesis. She visits Avilés (Asturias) with Juan Antonio, where he tells her he was born a few blocks from there; however, during their dinner at night the actress mistakes and tells him that he's from Catalonia, instead of Asturian. Anyone with a such an expertise on Catalonia will know that. Besides, it's not real life, but a screenplay, so either Woody Allen screwed up, or the actress did.
Continuity mistake: When Vicky is wounded in her left hand, the wound disappears completely before that scene is over.