Continuity mistake: When Tyrion wakes up inside the skycell you can see two skylights in the ceiling of the cell through which the sunlight passes. However, when we get a long shot of the skycells, you can see there's no way for the light to pass through them, as there are no "holes" on the floor of the cells above Tyrion's. (00:13:45)
Continuity mistake: When Ser Vardis has cornered Bron right at the edge of the moon door the position of Bron's body changes between shots. When the shot is taken from inside the moondoor, Bron's body leans backwards, over the moondoor. But when the shot is taken from behind the throne Bron is leaning forward.
Continuity mistake: When Bran is taken from his horse in the woods, there are 3 wildlings that attack. The first Rob cuts his throat, the second, Rob is holding the female wildling by the hair, he then spears and kills the third with his sword and the very next frame the 3rd wildling is then holding a knife to Bran's throat, unharmed. (00:11:15)