Continuity mistake: When Bauer walks up the stairs in front of Waterloo station, the clock on the building is displaying 1:50pm, however we are only about 8 minutes into the episode. (00:07:50)
The Secret Fate of All Life - S1-E5
Continuity mistake: The first time we see Detective Cohle being interviewed by the other two detectives, two of the beer cans on the table in front of him completely vanish between shots when he asks to see the rest of the discovery file.
Reika Hayami and the Uninvited Guest - S1-E5
Continuity mistake: The bloodstains on the back of the pink shirt change throughout the episode, from the time when the victim wore it, to the various phases when the culprit is exposed. (00:19:55)
Episode #3.5 - S3-E6
Continuity mistake: Sidney is attending a pre-wedding dance in the camp he is visiting wearing a light colored shirt. When he leaves the dance floor to chat with other attendees, he is now wearing a green sweater over his shirt.