Continuity mistake: In the scene where the little boy is guiding Agent Sands to the center of the city, watch Agent Sands' right hand. In one shot, his hand is empty and he is holding on to the wall as he walks, but in the shot where the boy turns around to look at the guy who is following them, you can see a gun in his hand. Shortly after that, his hand is empty again and he reaches in his pants and pulls out the gun.
Continuity mistake: When the mariachi is shot by Marquez we see holes in his shirt made by the bullets as he flies backwards in the air. There's a quick shot back at Marquez still shooting, then back to the mariachi still flying through the air, but this time the holes made by the bullets in his shirt are covered in blood. That much blood wouldn't appear that fast.
Continuity mistake: In the scenes after Johnny Depp's eyes are removed the length of the blood draining down his face changes from shot to shot. Generally they get longer (as you would expect) but occasionally revert to shorter blood trails. Particularly noticeable when going from under his chin to not reaching his chin.
Continuity mistake: When Barillo has his face operated on, we get a shot of him where we can see the skin around his eyes is extremely affected by the operation. Then later when we see him looking at his dead daughter, we can see the skin around his eyes is almost fully healed. This is just a few hours after his operation, which would be impossible.
Continuity mistake: When Belini is telling Sands about Carolina, as he says "The most drop dead gorgeous woman you'll ever see", we go back to the bar where you can see the bartender push the counter back on the floor. At that time you can see all the bottles on the left side of the counter. Two shots later all the bottles has moved to the right side of the counter.
Continuity mistake: Near the end, when blinded agent Sands is shot by one of the two bad guys in the leg, he falls towards and drops both his glasses and the gun he's holding. Then the view changes to the bad guy and in the next shot on Depp, he is holding that gun in his hand again, miraculously.