Continuity mistake: As Nick Fury is telling Agent Hill that he will act as if the world intends to spin on, and to clear out the tech below, the first shot from behind her shows she has her head leaning slightly to the right. It cuts to a frontal view of her and her head is leaning slightly to the left. (00:02:45)
Continuity mistake: Watch Fury's collar as he's telling Hill to have all of Phase 2 equipment on a truck and gone. In different shots, the way it's folded out or standing straight up is never consistent. (00:02:50)
Continuity mistake: As Nick Fury and Selvig are talking about the Tesseract, an overview shot is shown where Fury says "I assumed you pulled the plug" and Selvig says "She's an energy source." This shot shows Fury and Selvig in the far background and we can see they are standing even with each other, but in a sudden close-up of the two, Selvig is suddenly standing in front of Fury. (00:03:05)
Continuity mistake: After the Tesseract opens up the portal that Loki enters from, 4 SHIELD guards are seen slowly advancing on his position. On the left side of the device, two of them are moving. The one further behind walks over an area of the floor that is illuminated by some orange light. The shot cuts to his feet, and suddenly the floor is dark. (00:05:00)
Continuity mistake: Right after Loki's mind control spell finishes taking hold over Hawkeye, Loki begins pulling back and Hawkeye is facing him but turned at an angle. The camera cuts while Loki is still moving his spear away and suddenly Hawkeye has a little more distance between him and Loki, and he is turned to be almost fully facing him. (00:06:15)
Continuity mistake: Loki escapes with the Tesseract and when in the tunnel shoots a cop car with two men inside. After the car flips over, it's obvious that the car is empty. (00:09:00)
Continuity mistake: In the scene where Loki escapes with Hawkeye and Agent Hill is chasing them, she does a 180° spin and ends up face to face with Loki's driver. She shoots through the glass and you can see the bullet hole, but during the rest of the scene, the hole is gone. (00:09:25)
Continuity mistake: When Natasha is tied up on the chair talking on the phone, a strand of hair on the keyboard appears/disappears between shots. (00:14:05)
Continuity mistake: When Natasha is tied on the chair and the phone falls on the floor, it disappears, then reappears but turned off, and finally we see it with a shining bright green light (as it was supposedly left by her, when she left the call on hold). (00:14:15)
Audio problem: When Natasha is tied in a chair and she fights her way out. When she reaches the third man and "head butts" him, her head is several centimeters away from his and her hair is the only thing that touches him, but we still hear the sound of a hard impact. (00:14:25)
Revealing mistake: In the scene where Natasha Romanoff does a flip while tied to the chair, you can see her stunt double at the very end of her flip. Her arms become much more muscular. (00:14:30)
Audio problem: When Bruce Banner meets Natasha Romanoff for the first time in Calcutta, there's a shot from behind her where Natasha is heard talking but her reflection in the small mirror behind Bruce isn't. (00:17:45)
Continuity mistake: When Natasha Romanoff is telling Bruce Banner about the Tesseract, she sits down at the table, resting her arms on the table. The shot cuts, she is leaning back instantly. (00:18:10)
Continuity mistake: Capt. America has just destroyed the first punching bag and walks away to pick up a new one. There are now 5 bags left. Note the chains belonging to the third one from the left. The way they lie on the floor differs in from shot to shot. (00:21:15 - 00:21:55)
Continuity mistake: Once Iron Man finishes with his project underwater, he surfaces and begins flying towards the city. The view from behind shows a very long and noticeable vapor trail coming from his jet boots that stretches far back. But when the shot cuts to being in front of Iron Man and going with him, the vapor trail is much shorter, dissipating quickly, and hardly noticeable. (00:23:30)
Continuity mistake: When Stark is about to fire up the arc reactor underneath Stark Tower, you can see that he turns for his approach. But when he is flying in with the nuke, Stark Tower is in a straight line with the street he flew in on - the same street as when they lit the arc reactor. (00:23:45)
Continuity mistake: When Tony arrives at Stark Tower, he and Pepper share a bottle of champagne. In the shot where he says "Next building is going to say Potts on the tower", Tony's champagne glass is in his hand and there's no sign of another glass several inches either side. In the next shot, Pepper's glass is suddenly 2 inches away. (00:24:30)
Continuity mistake: In the scene where Agent Coulson enters Stark Tower near the beginning, as he enters, Pepper looks up at him. In the next shot, she is looking at Tony, and then in the next shot, she's looking at Coulson again. (00:25:00)
Continuity mistake: Coulson walks into Stark's office and hands Pepper the file on the Avengers, which she promptly passes on to Stark. In the front shot, she is holding the champagne glass down by her waist. Cut to the shot from the back and you can see the glass just above her right shoulder. (00:25:20)
Continuity mistake: When Steve and Coulson land on the Helicarrier, you can see two wings on the edge of the Quinjet they were in and they are both closed up. Next shot, as Romanoff approaches the Quinjet and Steve and Coulson exit, we can see one of the wings is completely open. (00:30:35)
Answer: While Loki is not immortal, he's just as powerful as Thor, and many mortals would consider him a God as well. Loki is actually a Frost Giant taken in by Odin, but is just as invulnerable to many attacks. There may also be an element of magic involved in his survival as well.
Bishop73