Continuity mistake: When Depp and Pacino are in the bow of the yacht Depp got from the FBI, Depp puts his glass on the rail of the boat and it is in shot. In one shot of Depp the glass is gone and the next time you see Depp its back.
Continuity mistake: When Pacino asks a guy in a barbershop about Depp, the guy is being shaved, and the shaving foam is only on his cheek, but when he's at the doorway calling to Depp to come in the barbershop the foam reaches his temple, then back inside the foam is only at his cheek again.
Continuity mistake: In one scene where the men are in Florida, there's a equence of Donnie calling from Miami to NY and it's cold and snowy there, then cut to Sonny in Miami reading about John Wayne's death, which occured in June of '79 (hardly snow time), then back to Donnie on the phone with his wife in NY.
Continuity mistake: When Depp is at Pacino's house and he is about to leave but still sitting down, Pacino is wearing a ring on each of his hands, but the one on his left hand disappears in the next scene.
Continuity mistake: Right after Nicky gets whacked, Donnie and Lefty are in Donnie's car arguing. They show several shots of the outside of the car, with some kind of camera rigged on the driver's rear side of the Caddy. This Caddy however looks different than Donnie's regular Caddy. The paint is faded and some of the body work is very crooked. They probably just found a junk Caddy to mount the camera on.
Continuity mistake: When the guy is vouching for Donnie at the barbershop, he and Lefty walk out of the barbershop and the windshield wipers on the Lincoln that Donnie is sitting in are off, and so is the car. The shot changes and the car is on and the wipers are wiping. Then the shot abruptly changes again and the car and the wipers are off once again.
Continuity mistake: Beginning of the movie, in the scene where Donnie comes by Lefty's for Christmas. As Lefty, Donnie and Annette are all in the kitchen, the wide shot shows them all with Lefty cutting the chicken on what is a pass through counter, with the stove behind him. The next shot shows the reverse angle with Lefty now at the stove with the counter behind him which now is closed in with a wall behind it.