Plot hole: When Scully enters the game room after the game has shut off and the Lone Gunman are there but Mulder is missing. She is told that the only way in/out is from the door she came in. Later we find out that the bay that players use to enter the game is at the other end of the room and not conected to the door Scully used. So how did Mulder and Scully enter the game from the bay when the game was running?
Factual error: After the agents meet with Kevin's father in the mental institute, Scully lists the medication that he is on: haloperidol, loxapine, and chlorpromazine make sense, but the fourth medication - LARGACTIL - is in error. Not only is it a brand-name of chlorpromazine, but it is not available in the USA, it is a CANADIAN drug.
Continuity mistake: When the bank manager goes to open the door for the brinks truck containing the robbers, the clock on the wall reads 9:45. When the robbers are taking him back to the vault, a couple of shots of the skull-masked robber shows the clock reading about 9:43.
Factual error: Mulder mentions the USS Eldridge as disappearing from Philadelphia (and later reappearing in Norfolk) "nine months after Roswell", i.e., May 1948. In fact, the supposed incident took place much earlier - in February 1943, according to almost all reliable sources.
Continuity mistake: When Scully and Mulder first visit John Mostow he says that he drew all the pictures of Gargoyles, which would have been a pretty good act considering he was in a strait jacket and would not have been allowed to have paper and drawing materials anyway.