Continuity mistake: In the opening scenes while lost on her way to Sandringham, Diana drives a Porsche 911 with licence plate G580SGT. Later when she stops by the scarecrow the same car's plate has changed to J548LRP, it remains so for the rest of the movie. J548LRP was an actual plate used on a Mercedes SL500 that Princess Diana once owned.
Continuity mistake: Venus' starts off with a burger in her left hand which immediately changes to a watermelon segment, while a cookie has now appeared in her right. She puts the watermelon down only for it to reappear in her left hand when the camera changes angle. The cookie has now disappeared. The camera switches again to show that the watermelon is no longer in her left whilst the cookie has returned to her right... which is swiftly replaced by her half-eaten burger. (01:07:00)
Continuity mistake: The sunglasses Nancy placed near the center right side of her yellow legal pad changed positions a couple times with camera shifts. Initially, the left lens was almost touching the legal pad and the right lens was at about a 45° angle. Seconds later, the sunglasses were further away from the legal pad. Next, the sunglasses were close and parallel to the legal pad, not angled. (IF Nancy had accidentally bumped her sunglasses with her elbow, they would have been pushed away from the legal pad). (00:18:02 - 00:18:30)
Continuity mistake: When Hagmaier is in the Florida State Prison room waiting for Bundy, his hair changes. Initially, his short bangs are straight across the middle of his forehead. When Bundy sits down, Hagmaier's bangs and top of head are "fluffier" (perhaps blown dry) and combed to the side. (00:11:05)
Continuity mistake: Vivian is trying on a red dress in her dressing room when Lucille comes in to talk to her. Throughout the scene as the shots switch back and forth, the dress goes from being pulled up on Vivian's right shoulder, to off the shoulder part way down her arm.