Continuity mistake: Willow is turned into a ghost. Throughout the entire episode, she can't touch anything (can't turn the pages of a book, etc.), yet towards the end when she and Giles go to Ethan's shop, and she leaves, you can hear that she opened and closed the door, even though she can walk through walls and can't actually touch the door. The curtain moves when she leaves too.
Continuity mistake: Sunnydale apparently has docks ('Consequences' and 'Surprise') and is quite close to a beach ('Go Fish'), but when Sunnydale is destroyed in 'Chosen', we see an overhead shot of the crater and it appears to be in the middle of the desert, far from any coastline.
Plot hole: If Spike and his gang only take a few hours to break through the door to Ford's club in 'Lie To Me' (which we are told is six feet of solid steel), why can't Angel break through a thin wire door that visibly shakes every time he hits it, given the same amount of time?
Continuity mistake: In episode 'Same Place, Same Time', Gnarl cuts Dawn across the stomach paralysing her and ripping her shirt, but when Buffy and Xander are carying her home there is no tear in her shirt or any blood. Also when Buffy goes back to kill Gnarl he tears her shirt but seconds later the rip has gone.
Continuity mistake: Buffy's birthdate starts at 1979. In "I Robot, You Jane", when the demon pulls up Buffy's file in the school system, it shows her year of birth as 1980 and her year as sophomore. But when her file comes up on the student's computer screen, it's changed to 1979 and that she is a senior. It wasn't until towards the end of season 1 in "Nightmares" that her birth year is 1981 (on her tombstone before she comes out as a vampire).
Audio problem: When everyone is in the Bronze - just before the vamps show up - you hear the first line of a song being played, Ballad For Dead Friends by Dashboard Prophets, cut to outside and you see the vamps strolling along and killing the doorman, then cut back into the Bronze and the same line plays again. This is a total error in cutting the show, it is stated there is no live band but still the same line plays twice when that is not how the song goes.