Revealing mistake: In the opening credits (the very beginning), Jake is walking and the image behind him is blurred. When it unblurs (right before it the shot changes), the phone number on the building behind him is 213 which is LA, vs. 718 which is Brooklyn.
Character mistake: When Wunch frisks Holt in order to "check for a wire," she appears to forget that her actions are easily visible through the interrogation room's mirror, something a high ranking official in the NYPD would not likely forget. (00:11:41)
Other mistake: Holt takes the crown out of the back of Jake's cabinet. However this wouldn't be possible as the crown was in the top drawer. This would have a back on it and it wouldn't be accessible by just removing the back of the cabinet.
Other mistake: When Amy reaches down to get the key out of her shoe she literally only bends slightly. There is no way that she could've reached all the way down to her foot, or retrieve the key in the seconds before she gets it. (00:14:30)
Character mistake: Jake and Rosa are looking around in The Apartment for months. 14 CIS workers are analyzing The Apartment. All of them are looking for a killer who never left The Apartment. Still, in multiple months no-one thinks about checking the person-sized vents. Seems pretty unlikely. Vents are literally the first thing anybody thinks about when people try to disappear. And a vent of this size is a dead giveaway that someone for sure would have checked.
Revealing mistake: When the motor home explodes, the flames from the explosion are CGI. It doesn't look very realistic at all.
Continuity mistake: When Terry's wife Sharon walks into the station, she's wearing a purple dress. When she announces her water has broken while in the interrogation room, she's wearing the purple dress. After returning from commercial break, she's still sitting in the exact same spot but now wearing a burgundy tracksuit and lavender top. (Perhaps she changed clothes because her water broke however, it's highly unlikely since she is sitting in the same place and doesn't look like she's left the room).