Continuity mistake: When entering the Ministry for his hearing, Harry's fringe is stuck up and to the left. When walking through the crowds just moments later it is a lot neater. (00:17:40)
Factual error: After returning to the Dursley's after the dementor attack It is dark, this shows again when Vernon puts Dudley in the car. However, the howler from Mathila Hopkirk says that at 6:23pm Harry performed illegal magic. As the side story shows it is a hot summer, it wouldn't get dark until way past 8pm. (00:04:53 - 00:07:20)
Suggested correction: Fairly certain the film was clear that the reason it got dark was because of the dementors, they have the ability to change the weather to depressive darkness.
Continuity mistake: When Arthur Weasely is attacked by the snake, his wand keeps moving its position. First it's on the floor near him, then it is closer to his body, then he is holding it. (01:05:25)
Revealing mistake: Throughout parts of the film, there are points where it is obvious that Harry doesn't have glass in his glasses. One of the more noticeable points is when he is talking to Sirius in the fire. (00:50:00)
Visible crew/equipment: When Harry and Dudley get attacked by the Dementors near the start of the movie, when Harry runs over to Dudley after he casts a spell on the Dementor, you can see the microphone wire underneath Dudley's shirt whilst he is lying on the floor.
Continuity mistake: After the battle in the Hall of Prophecy, when Harry and the others land in the Death Chamber, Ginny is a good bit of distance away from Harry's feet in the side shot as they're all lying on the floor, but two shots later as they're starting to get up Ginny's head is now right beside Harry's knee. (01:52:25)
Continuity mistake: When Harry is narrating a letter to Padfoot, he sees a Thestral flying in the far distance, and it disappears behind a mountain. He hikes (presumably) all the way to where he thinks the Thestral went, and he finds Luna Lovegood in a clearing with a few Thestrals. For one thing, the Thestral that disappeared behind the mountain was MILES away, and it would have taken Harry a couple of hours, at least, to hike that distance through mountainous terrain. But, when he arrives at the clearing with the Thestrals, the daylight hasn't changed at all (should have been noticeably different lighting). Once he arrives there, he sees that even the largest Thestral is no bigger than a horse. But, when he first saw the Thestral disappear behind the mountain, at that distance the Thestral was about the size of a commercial jet airliner.
Continuity mistake: At the playground, when Harry sits on the swing his long shadow is cast directly in front of him as he watches a boy and his mother by the round-a-bout, which is also directly in front of him. Problem is their shadows, which are considerably shorter than Harry's, are cast to Harry's left. (00:01:05)
Continuity mistake: When Dudley and Harry enter the living room after the Dementor attack, Dudley has his arm round Harry in the long shot from Petunia's chair. However, in the closeup of the door after the instant camera cut, his arm is now down by his side. (00:05:20)
Continuity mistake: When Harry goes to his detention, Umbridge places the spoon on the saucer. When she gives Harry the quill, the spoon has changed position. (00:36:45)
Audio problem: When walking through the Ministry, there is someone selling the Daily Prophet and calling about it. Camera shows a shot from the air and the person can still be heard shouting about the Daily Prophet, but you can see he is talking to someone. (00:18:15)
Continuity mistake: When Voldemort leaves Harry's body near the end, Harry is lying on his back. Camera cuts to a long shot from the view of Ron, Ginny, Luna, Hermione and Harry is now on his side. (01:57:45)
Continuity mistake: When they meet Grawp, the toggle's on Hermione's jumper keep moving instantly. (01:27:00)
Continuity mistake: When Hermione is telling Harry that Voldemort probably showed Harry about Sirius to make him go to the Department Of Mysteries, Ron is lower than Hermione on the staircase. Yet in the next shot, he is level with her. (01:34:55)
Continuity mistake: When Dumbledore has had a stand off against Umbridge regarding Sybill Trelawny, he turns to go back into the castle. When he does, there is a huge group of kids around him. When it cuts to a shot from the front, a huge gap has appeared in the kids instantly. (00:48:35)
Continuity mistake: When the Order get the brooms at the start, the height they are being held at, changes during an instant cut. Harry and Kingsley's are most noticeable. (00:09:05)
Revealing mistake: Just as Dumbledore is about to introduce Umbridge the shot cuts to Umbridge. Look at the candle to the right of Snape; you can see a string holding on the right hand side of the candle holding it up. You can also see the strings on all three of the candles.
Continuity mistake: When the Death Eaters whirl around Harry (grabbing the other students) in the Death Chamber, near the Veil, in the wideshots he is lying on the ground with his head upon his right arm, but in the previous and following close-ups his arm is lower and his head is lying directly on the ground. (01:53:20)
Continuity mistake: When Harry brings Dudley home, just before he opens the door Petunia asks, "Diddykins, is that you?" and the plant fronds (beside the door) block the bottom of the photograph behind it, but in the next close-up the fronds are lower so the photo is more visible.
Continuity mistake: When Harry and Dudley reach the tunnel (out of the rain) Harry stands level with the "r" and "k" in the very large graffitied word "Stark", and Dudley is well past the large white graffiti to his right (viewer's left). The next shot, from the boys' POV, the empty tunnel is shown and on the left is the gratified word "Stark" and part of the white graffiti on the left, even though the two boys were actually just standing quite a bit farther into that tunnel. (00:03:00)