Continuity mistake: Agent Keen breaks the train window and dives through the broken glass and cuts her face in two places as she pursues the young man. Her two cuts alternate throughout the following scenes on the train from dripping blood to barely scratches. That evening at home with her husband her face is practically clear and at Reddington's home later that evening her skin is perfect.
Continuity mistake: The BMW 5 Series equipped with the dirty bomb you see in the beginning of the show is one of the 'F10' type. The car that actually explodes is another car. Possibly an elder 5 Series 'E34', but not an 'F10'. Later in the episode you see the F10 again, but when the FBI agent starts the BMW, the interior of an 'E60' BMW 5 Series is shown.
Continuity mistake: Right at the beginning of the episode a Cadillac Escalade gets stolen. The car is the newest model. The chase begins and the car is a new model right up to a scene when they crash into some other cars. That part was filmed with older model Cadillac. The damage is quite severe, but the chase continues again with the new model that has only one bit of damage - a mirror that has come apart.
Continuity mistake: When Keen enters Red's Bethesda apartment, the camera pans over pictures on the mantel. Directly left of the picture of a little girl/man on a swing, is a picture of a woman holding hands with 2 children (looks like 1980's, adult woman looks like Keen.) When Keen reaches out to pickup/view the swing picture, the woman/children picture is no longer there and a really old family photo is in its place.