Plot hole: There is a scene where Heather pulls the mask off one of the cult-members, and the air literally poisons him, causing his skin to discolor and his throat to choke up. This never happens before or after. Vincent claims that those particular cult-members have superstitions about the air being poisonous, but there are a multitude of problems with this explanation: A) We have seen numerous other people go unaffected by the air, and B) we later see several of these same cult-members in the sanctuary, unmasked, breathing the same "poisonous" air with no adverse effects. (And Claudia had stated that even the sanctuary is no longer safe from the darkness of Silent Hill, so they are technically breathing the same "poison" air that's outside).
Audio problem: When Heather is reading her dads note in the car to Silent Hill, the letter and the voice over do not match. (the second paragraph starts off by saying: "But you desire" and the last word right before "I love you" is "place" but through out the reading you do not hear those words.
Continuity mistake: At the end, when Claudia transforms into the final creature after touching the seal/amulet, her human body begins to disintegrate. As she screams and the scene cuts from a medium shot to a closeup, all of her hair suddenly vanishes between shots.