Continuity mistake: When Blofeld is just about to shoot Bond with a Webley & Scott Mk. IV revolver in .455 Webley caliber, Blofeld's hand is hit with a ninja throwing star. However, the gun he drops isn't the Webley, but a Smith & Wesson .38 Special.
Continuity mistake: There's a scene where Audrey Hepburn's husband Sam is leaving their apartment. Standing on the pavement outside he hails a cab, which pulls up through a (quite sizeable) puddle, splashing him with water. Opposite him on the other side of the road are parked two cars and the villains' Volkswagen van. There's a quick cut-away exchange of "pleasantries" between Sam and the cabby before it drives off. The next shot has the villain (Richard Crenna) emerging from the van, crossing the street, and making for the door to their apartment, only all of a sudden the puddle has disappeared, as have the two cars which were parked behind the Volkswagen van.
Continuity mistake: Alain Delon tries on some jackets. He finds a briefcase and opens it. You can see the contents of the briefcase before it cuts to a closer view; in this closer view, a stack of letters moves, and an orange case vanishes entirely. (00:27:00)