Continuity mistake: When Harry's guide is captured by the British troops, they flog him. In the very next scene his back shows no evidence of him ever being whipped.
Continuity mistake: There is a scene in which Heath Ledger/Harry is shown in prison and his teeth look absolutely horrible, brown stained and filthy. Several scenes later he is shown fighting with the prison guard after his escape and his teeth look sparkling white and beautiful.
Continuity mistake: In the scene just after the Mahdi forces are 'retreating,' a drummer boy drums the square to open to let the skirmishers out. If you look behind the drummer boy however there seems to be a fight going on behind him although the Mahdi forces have retreated.
Continuity mistake: In the scene at the party at the India Office, there is a shot where all the guests are standing listening to a speech while holding champagne glasses. Then the camera cuts to the guests applauding with no glasses in sight. The next time we cut to the guests, everyone is holding champagne glasses again.