Revealing mistake: When Harry confesses to Helen that he's a spy she punches him and knocks him down. When he falls one can notice it's Arnie's stunt double.
Revealing mistake: When Aziz (Art Malik) goes flying stuck to the missile, you can see a blue harness under his shirt just before he hits the helicopter. Only noticeable in the close up shot of his face and body.
Revealing mistake: When Aziz (Art Malik) shoots at Harry (Arnold) in the bathroom, he has a rifle with two magazines taped together. If you look closely, the second magazine taped next to the one in the gun is empty. He then reloads the gun by flipping the second, empty, magazine and loading it.
Revealing mistake: While the credits roll, Harry enters the Swiss mansion, the camera turns to a green-coloured night-vision filter and one can notice that the man entering the house is Harry's stunt double.
Revealing mistake: When Arnold horseback rides towards the hotel, Tom Arnold's van skids and you can see that he is a stuntman with a very cheap latex mask to resemble Tom.
Chosen answer: He just exclaims, "Shit!" It's not what he says that makes the henchman let him go, it's that they both realize that if they don't find cover they'll both likely be shot by this random, firing Uzi.