Continuity mistake: In the first of the nightclub scenes in which Dorothy Vallens is seen singing 'Blue Velvet' her dress mysteriously changes from having straps to a halter top. The 'why' for this becomes clear later in the film - in her second nightclub appearance (the following day) she is wearing the halter top. Evidently the filmmakers cut in a shot filmed for the second scene.
Factual error: When Frank comes to kill Jeffery in Dorthy's apartment he rakes the slide (cocks the gun). Then he fires in the bedroom and then rakes the slide after each shot. On a semi-automatic, as he was using, the fired bullet automatically chambers the following round and cocks the gun so there is no need to re-cock the gun with your hand. Raking the gun slide as he does in the movie would cause an unfired round to eject out the side of the gun. (01:54:00)
Continuity mistake: When Jeffrey is caught by Dorothy in her apartment, she cuts his face with a knife. In the next scene, the following day, there is no mark on his face when he's talking with Sandy in the car. But in the scene after that, the cut is visible again.