Factual error: The 5th Amendment to the Constitution simply states that "No person... shall be compelled in any criminal case to be a witness against himself." There is no actual or implied provision that means once you have answered a question, you can't plead the 5th on any subsequent questions, as the movie depicts.
Factual error: The jacket blurb and plot synopsis for "Anthropoid" are historically and factually incorrect in stating that Heydrich was "third in command" of Nazi Germany. He was not; there was a chain of Nazi hierarchy above him and any historian of Nazi Germany will verify that. Unfortunately, Rotten Tomatoes perpetuates this inaccuracy by using the same jacket blurb in its own plot summary of the movie.
Continuity mistake: Mikey dropped the wristwatch Andrew gave him and it landed face down with the bands upward. When Mikey jumped off the rock to retrieve it, the watch's face was on its side (visible to the screen) and the bands were parallel to the ground. (00:05:04)