Continuity mistake: On the video of Ian supposedly killing Alison, we see her arm fall to the ground with her "Alison" bracelet visible. But in a later scene where Emily watches Ian put his bag in the athletics room, we cut back to the video and Alison's arm suddenly has a sleeve covering up her bracelet. When we see the video again later in the series, her bracelet is visible again.
Revealing mistake: After the flashback to when the girls first met Cece at The Brew, she looks at them through a window outside when she leaves. If you look closely at Cece's hair, you'll notice a green glow, revealing that she's on a green screen. This also explains why the image of the girls through the window doesn't look quite right. Cece is also wearing a different dress.
Continuity mistake: When Lieutenant Tanner has all the Liars lined up at the station, she says that she's giving them a chance to tell their side of the story before her side becomes the only side. As she says this, Aria can be seen scratching her head in the reflection behind Tanner. In the next shot however, both Aria's arms are suddenly folded.