Continuity mistake: In the diner, when the camera shoots the twins from the other side of the table, a sugar bottle can be seen. However, when it shoots from Bob's side of the table a bottle of hot sauce can be seen (it should be seen from the other angle as well, but is absent).
Continuity mistake: When they are getting on the bus after being turned down by some agents there is a guy with a red shirt getting on the bus. The scene cuts and shows the guy with the red shirt smoking but not on the bus. The other people in the shots are mixed up, too (the only one that stays the same is the girl Walt hits on).
Continuity mistake: We see that the join between Bob and Walt is very flexible, and can be twisted and contorted easily. Why is it then that when the brothers are lying in bed and Bob turns on his side to sleep, does Walt move with him. They should in fact be facing away from each other.