Continuity mistake: After the grenade sets off the box of grenades, and the subsequent explosions demolish the building, Millbarge says "I'll get the horse." Trouble is, throughout all of the gunfire and the explosions, there is no sign of the horse; it would have run off somewhere. When he gets the horse, it's tied up right next to the now demolished building. It would have been killed by the gunfire and/or the explosions.
Continuity mistake: When Milbarge and Fitzhume are driving the ambulance and are being chased by the Afghans, one on horseback rides up to the driver's side and tries to smash the door window. First the window is down, then Milbarge rolls it all the way up, and just before it is shattered with the butt of the AK-47, the window is about a 1/4 way down.
Continuity mistake: When Dan Aykroyd and Chevy Chase are first impersonating the two doctors and in the tent, the other female doctor (not the blond one) never leaves the tent with the rest of the doctors. She just disappears after she is introduced, and comes back when they are in the operating room tent.
Continuity mistake: When Dan Aykroyd and Chevy Chase are getting ready to take the FSB Exam, the test monitor angrily puts a test booklet on Dan Aykroyd's desk, then immediately returns to the front of the room without ever putting a test on Chevy Chase's desk. In the next shot, Chevy has a test on his desk.
Continuity mistake: As the rebels are chasing the ambulance, you see one with a yellow turban come up to the back end and jump on. He apparently missed and was left rolling in the dust. If you look at the edge of the truck, you see the yellow turbaned head poking up, but another guy rolling in the dust. There was only one guy on the horse.
Continuity mistake: When the duo are sent out for their training, they are sent parachuting. The sky lightens and darkens between shots. In the close ups, the sky is black. In the wide shots it's blue.