Continuity mistake: In the school near the end, one of the dead guys looks through the round window into the library and says 'wow'. In the long shot from within the library, his face isn't in the window. Back to the shot of the window, he's still there.
Continuity mistake: When Xander's being threatened, the knife moves from under his chin to the side of his neck between shots.
Revealing mistake: Near the end of the episode when the Mayor releases the vampire from his cage and lets him cut his head in half, you can tell that the Mayor's head is a still image when it fixes itself. The expression on his face doesn't change at all and looks completely unrealistic.
Continuity mistake: In 'Consequences' Buffy says to Faith 'Less that 24 hours ago you killed a man'. In 'Bad Girls', Faith kills Finch in the alley on the first night. One night later Buffy and Angel are attacking Belthazor, the night after that is the night when Buffy dreams about drowning, so the night when Buffy says this is actually about 72 hours after the murder. (00:11:25)
Continuity mistake: When the detective is interviewing the woman in the alley, he mentions that the murder took place "last night". In "Bad Girls", we see Buffy visiting Faith the day after the murder, and that night is presumably when she has the dream about drowning, so by the time the detective is asking this question it is actually two nights after the murder, not one.
Other mistake: When the detective is interviewing the woman in the alley he says "So you heard the man scream about what time?", but Finch didn't scream as he died.
Continuity mistake: Willow's hair changes position between shots when the vampire brushes her hair back and kisses her.
Continuity mistake: Whenever we see the two Willows together in this episode we see that Vampire Willow is understandably very pale in comparison to the living Willow. However, in the library with Cordelia, when Vampire Willow says 'How about dinner?' her face is no longer pale.
Other mistake: In "Doppelgangland", Vampire Willow struggles to remember Cordelia's name. However, it is still Willow, she knew Cordelia from being human (we see this in The Wish as well).
Revealing mistake: Near the end when the good Willow says goodbye to the evil Willow and hugs her, there is a shot of the back of the good Willow's head and the evil Willow's face. You can tell that the good Willow is a body double wearing a wig - there's something circular near her scalp, possibly an elastic band.
Revealing mistake: Right at the beginning of the episode, Buffy is sat outside with Willow and Willow is levitating a pencil. The pencil is obviously CGI as it stands out from the rest of the picture and doesn't cast a shadow. It also disappears from view whenever there is a side-angle shot of Willow.
Revealing mistake: Both the good and evil Willows' faces are barely seen onscreen at the same time due to them being played by the same actress, but when they occasionally are the good Willow stands out from the picture more than the evil Willow. She must have been filmed separately from the good Willow and edited in later.
Revealing mistake: When evil Willow licks good Willow's neck the neck that you see is a lot longer than either of theirs. Since both Willows' faces cannot be filmed at the same time a body double must have been used for this shot.
Audio problem: While Faith is stabbing the demon in his apartment, we hear the sound of her knife going through, and him yelling in pain. However, the last sound of her stabbing him comes a little late: The knife isn't even touching him.
Revealing mistake: After Faith brings Angelus back, when she goes to punch him and he blocks, the stuntman switch is very obvious - he's noticeably taller, has different hair and doesn't even seem to be wearing any vampire make-up.
Revealing mistake: In the scene where Buffy is fighting the big scary lunch lady, look closely in the far away shots because you can see that the big lunch lady is now a skinny little stunt double. (00:41:55)
Chosen answer: Angel is saying that he is still jealous and Buffy recognizes that this is his way of saying he wishes that they could be together. That is why they both smile.