Continuity mistake: When Agent Coulson is dying, Fury grabs Coulson's chin with his hand. The hand disappears in the angles shot from behind, only to reappear in the front ones. (01:28:05)
Continuity mistake: Throughout the film, Tony Stark's chest ring can be seen glowing through his shirt except for two occasions when it's suddenly off - after Loki escapes from the helicarrier, and when Loki and Tony Stark are talking in Stark tower, even when he's wearing the same shirt. (01:35:30)
Visible crew/equipment: During the New York attack when the cars are being blown up, the shot cuts to inside a taxi. When it does this the taxi flips over and part way through the flip a cable can be seen attached to the taxi. (01:38:55)
Continuity mistake: After the Chitauri have arrived, Loki stands on the Stark Tower balcony and looks on New York. In this shot, Loki is standing facing the city directly, but by the next shot, he's suddenly standing 90° in the other direction with his head turned to the right, in order to be looking the same way as in the previous shot. (01:39:30)
Continuity mistake: When Captain America, Black Widow and Hawkeye are fighting their way through the Chitauri in the S.H.I.E.L.D. jet, one shot shows the Chitauri blasting at the jet causing part of the front of one side to get blasted and a burn mark is left on the jet. A few seconds later, Loki blasts one of the engines and the burn mark on the front of the jet has vanished. (01:40:35)
Factual error: The Mark 7 takes 9 seconds to assemble - give or take. Judging by the view of the Chrysler Building, Stark Tower is about 300 meters high. Even if you discount the time it takes for the suit to catch up with Tony, 9 seconds is too long, he would hit the ground before the suit would fully assemble. (01:41:35)
Revealing mistake: In the scene after the Chitauri army enters the atmosphere, they start shooting people in the ground and in the next shot if you see underneath the bridge there is a restaurant with people running around to avoid getting hurt. If you see there are two glasses of wine and some food plates sitting in a table firmly which does not even move despite the blast wave that was created from all the shooting in the ground near it. (01:43:15)
Continuity mistake: Sunlight is alternately on the top of Captain America's head or not when he tells the two policemen to get the civilians off the streets. (01:44:50)
Continuity mistake: When Thor says "I have unfinished business with Loki", you can see Hawkeye in the background removing the spent heads of his arrows, four of them, two a little lower then the rest. The shot cuts, and he is holding all four at the same height. (01:46:05)
Continuity mistake: During the battle of New York, Thor has just landed next to an upturned silver car. The rubble around the car changes/moves. The most noticeable is one wedged next to the front right wheel. The piece becomes much bigger in the next shot. (01:50:25)
Audio problem: In the scene where Black Widow is hanging off the back of the flying Chitauri chariot, one of the Chitauri fires his gun, but there is no sound effect to go along with the blast as there is with the other blasts. (01:51:50)
Continuity mistake: For a brief moment during the battle at the end, the scar on Tony Stark's left cheek vanishes after saying "I will, roger that" to Hawkeye. It reappears shortly afterwards. (01:54:15 - 01:54:55)
Continuity mistake: After Hulk smashes Loki against the floor, the amount of rubble around Loki changes between shots. (01:55:25)
Revealing mistake: During the climactic battle towards the end of the film, when Hawkeye fires his arrow and rappels through a window, the camera pulls in close to him. Watch as he begins to roll over: He rolls over a piece of glass, which smushes up like jello under his elbow. It's obviously a piece of stage-glass. (01:57:30)
Continuity mistake: During the big battle against the Chitauri, Captain America is zapped with a blaster bolt. When Thor helps him to his feet we can see a significant amount of damage done to his suit, just below the star on the right hand side. But later on after Iron Man destroys the Chitauri ship with the nuke, the damage is completely gone. (01:59:25 - 02:02:40)
Continuity mistake: When Tony goes after the nuke, there is a huge cut visible above his right eyebrow (or viewer's left). Later on after his face mask is removed, his right eyebrow is completely visible in the shot, even with the helmet in the way, and the cut is nowhere in sight. (02:00:00 - 02:03:00)
Continuity mistake: When Thor lands beside the overturned car on the Park Ave viaduct in front of Grand Central, the car has a dent between its fender and tire, but in the next closeup that dent has vanished. (02:04:10)
Visible crew/equipment: A reflector screen is visible on Hawkeye's sunglasses at the very end when Thor and a restrained Loki are returning, presumably, to Asgard. (02:06:10)
Continuity mistake: After the big battle, Iron Man lies on the street when Capt. America, all dirty and messy, says "We won." Iron Man sighs in relief and rests his head on the pavement. A frame later, from a wide angle, his head is raised, plus Capt. America's face is clean and his hair is brushed. (02:08:30)
Factual error: In the scene in Stuttgart, we see a "reserved parking" sign written as "Reservierten Parken". First of all, this is grammatically wrong - if used at all, it should be "Reserviertes Parken". But you wouldn't find a sign in Germany saying that. They say "Reservierter Parkplatz".
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