Plot hole: After Lloyd's encounter with Seabass in the restroom at the gas station, we see the FBI waiting for Harry and Lloyd at the Colorado border (we even see a front shot of the road and mileage sign), and there is no town in sight. Then we see Harry and Lloyd 3 miles from the border, driving toward it, where the FBI are waiting. Then we see Lloyd coming out of a market in a little town, after which, upon leaving the town, he drives in the wrong direction. How did they suddenly come upon this little town, especially when they were only 3 miles from the border? Did they turn around, or what happened? (In the unrated version, the van scene 3 miles from the border is extended, and it seems that they would have reached the border, and the FBI, by now.) The whole scene here is pretty confusing.
Continuity mistake: Lloyd reads the article about Mary and can't even pronounce the word "the", yet when Harry says look on the briefcase for her name, he says "Samsonite" with no problems, and Lloyd can easily read the "Man Walks On The Moon" newspaper headline in the hotel bar.
Plot hole: By the time Lloyd gets to the airbridge the plane had already left. The finalisation of the boarding process after last call, plus push back takes at least 15 minutes. Lloyd would have easily caught up to Mary or the plane would have still been there.
Character mistake: When Lloyd is reading the paper about Mary, he doesn't know the word "The." But earlier in the movie, he reads the word "Samsonite" on the case and the message in the restroom from sea bass, and later on he reads the newspaper article as he leaves the bar.