Continuity mistake: When Walter is watching the fire go through the electrical system in the walls of the kitchen, watch the blender. One shot shows thick, chunky, white/orange stuff flowing out over the edge of the counter. The very next shot shows the blender toppled, but very clean. There is no trace of the chunky stuff in the blender or on the counter.
Continuity mistake: When Walter watches the electricity disappear in the wall, you can see about six tiles fly at him, but only three or four missing on the wall.
Continuity mistake: When Walter is getting the water from the stove you see only one bucket. When he gets upstairs with the water he is carrying two buckets.
Audio problem: In the end of the movie when the band plays during their wedding, watch the drummer. The drummer is playing something different than what you hear.
Audio problem: When the train goes through the station there is no change of sound, ie. Doppler effect.
Factual error: In the scene when Walter was in the den in the middle of the floor, Anna lifts up part of the blanket and he falls through to the first floor. However, in the next scene, he appears to be able to walk without any problem. The second floor was at least 20-30 feet above the first floor and was covered with all sorts of rubble and a wooden floor. If he had fallen that far, he would have been badly injured and would not have been able to just walk like he did.
Continuity mistake: When Walter gets catapulted through the window and into the plaster tub he lands on top of the window curtain. He raises his head, now covered with plaster, but not with the curtain. When he stands up we see his head and entire body thoroughly and completely wrapped in the plaster soaked curtain.