Continuity mistake: At the end of the film, Bond chases Khan following the battle at Octopussy's mansion. In the short time it takes to run to a nearby plane, it turns from pitch darkness to bright sunshine.
Continuity mistake: When Bond and Felix Leiter are underwater snooping around Lago's boat, Felix can be seen in diving gear minus a hat. After Bond gets sucked into the boat and Felix returns to land, you can see Felix take off the hat that was not in the previous scene. (01:30:30 - 01:32:50)