Visible crew/equipment: During the New York attack when the cars are being blown up, the shot cuts to inside a taxi. When it does this the taxi flips over and part way through the flip a cable can be seen attached to the taxi. (01:38:55)
Continuity mistake: After the Chitauri have arrived, Loki stands on the Stark Tower balcony and looks on New York. In this shot, Loki is standing facing the city directly, but by the next shot, he's suddenly standing 90° in the other direction with his head turned to the right, in order to be looking the same way as in the previous shot. (01:39:30)
Continuity mistake: When Captain America and Coulson land on the Helicarrier in the jet, there is a man with an orange coat standing 2 to 3 meters away from the helicopter. In the next shot, he is at least 6 to 7 meters away from the jet. (00:31:45)
Continuity mistake: Loki escapes with the Tesseract and when in the tunnel shoots a cop car with two men inside. After the car flips over, it's obvious that the car is empty. (00:09:00)
Audio problem: When Bruce Banner meets Natasha Romanoff for the first time in Calcutta, there's a shot from behind her where Natasha is heard talking but her reflection in the small mirror behind Bruce isn't. (00:17:45)
Audio problem: When Natasha is tied in a chair and she fights her way out. When she reaches the third man and "head butts" him, her head is several centimeters away from his and her hair is the only thing that touches him, but we still hear the sound of a hard impact. (00:14:25)
Continuity mistake: Watch Fury's collar as he's telling Hill to have all of Phase 2 equipment on a truck and gone. In different shots, the way it's folded out or standing straight up is never consistent. (00:02:50)
Continuity mistake: After the Tesseract opens up the portal that Loki enters from, 4 SHIELD guards are seen slowly advancing on his position. On the left side of the device, two of them are moving. The one further behind walks over an area of the floor that is illuminated by some orange light. The shot cuts to his feet, and suddenly the floor is dark. (00:05:00)
Continuity mistake: Capt. America has just destroyed the first punching bag and walks away to pick up a new one. There are now 5 bags left. Note the chains belonging to the third one from the left. The way they lie on the floor differs in from shot to shot. (00:21:15 - 00:21:55)
Continuity mistake: When Natasha Romanoff is telling Bruce Banner about the Tesseract, she sits down at the table, resting her arms on the table. The shot cuts, she is leaning back instantly. (00:18:10)
Continuity mistake: In the scene where Agent Coulson enters Stark Tower near the beginning, as he enters, Pepper looks up at him. In the next shot, she is looking at Tony, and then in the next shot, she's looking at Coulson again. (00:25:00)
Continuity mistake: There is a deleted scene of Steve Rogers looking through the files of his former comrades. When he first reads the sheet for Peggy Carter it has her address printed in a modern typeface on a label stuck to the page. The next time we see it, the details are the original typeface on the original paper.
Continuity mistake: In the fight scene between Thor and Iron Man, after Captain America tells Thor to put the hammer down, Thor slaps Iron Man, who is to Thor's right side, back several feet away from them and then jumps even further away. After Thor hits the Captain's shield, as they are all getting up, Iron Man is right next to Captain America and Thor, now to Thor's left side, (when he should be about fifty feet away and still to Thor's right side). Even if Iron Man made it back to Captain America before the shock wave, he should still have been visible before the shock wave for his position on the ground to be possible. (00:49:40)
Continuity mistake: When Thor smashes the hammer against Captain America's shield, they are pushed at least ten feet away from each other. Yet when Iron Man gets up and walks over to Captain America, the two are suddenly much closer together. (00:47:45)
Revealing mistake: In the scene where Iron Man and Thor fight, Thor begins to crunch Iron Man's metal arms so Iron Man fires at Thor and then headbutts him. In the shot from behind Iron Man, part of the green screen is reflected on the right side of his helmet. Can't be a tree or a bush because those are all dark green colored and the reflection is much lighter. (00:46:55)
Continuity mistake: When Thor says "I have unfinished business with Loki", you can see Hawkeye in the background removing the spent heads of his arrows, four of them, two a little lower then the rest. The shot cuts, and he is holding all four at the same height. (01:46:05)
Continuity mistake: When Thor attacks Captain America and says "You want me to put my hammer down?" Captain America raises his shield, but when the angle changes it's lowered and he's raising it again. (00:49:45)
Continuity mistake: Coulson walks into Stark's office and hands Pepper the file on the Avengers, which she promptly passes on to Stark. In the front shot, she is holding the champagne glass down by her waist. Cut to the shot from the back and you can see the glass just above her right shoulder. (00:25:20)
Continuity mistake: When Stark is about to fire up the arc reactor underneath Stark Tower, you can see that he turns for his approach. But when he is flying in with the nuke, Stark Tower is in a straight line with the street he flew in on - the same street as when they lit the arc reactor. (00:23:45)
Continuity mistake: When Thor asks Loki about the Tesseract, he grabs him with his left hand around his neck. The thumb is either by the ear or on the neck, depending on the shot. (00:45:10)
Answer: While Loki is not immortal, he's just as powerful as Thor, and many mortals would consider him a God as well. Loki is actually a Frost Giant taken in by Odin, but is just as invulnerable to many attacks. There may also be an element of magic involved in his survival as well.
Bishop73