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)
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: 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)
Natasha Romanoff: This is the Tesseract, it has the potential energy to wipe out the entire planet.
Bruce Banner: What does Fury want me to do, swallow it?
Trivia: When Loki is grabbed by the Hulk and repeatedly smashed into the floor, Tom Hiddleston had a rope tied around his ankle which was pulled to achieve the effect. Although, Tom was told that the rope would be pulled while speaking to the Hulk, he was never told when the rope would be pulled so his reaction to quickly be pulled down was real.
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