Other mistake: There is a patch on the jacket Harley (Rourke) wears, that appears and disappears throughout the movie. It's on the front lower right side. It is there when he's standing outside their friends' bar with Marlboro, it's gone when they are inside.
Continuity mistake: When Marlboro Man rides a wheelie next to the motorcycle cop, the bike goes from having wide glide forks to a narrow glide setup.
Plot hole: At the bar shootout where everyone except Marlboro and Harley are murdered, the two jump through the window, over the fence, into the airport, and into an airplane luggage compartment. They would have been caught by security. The missing, and dead, airport worker would have been missed and searched for, the gunfire would have attracted attention, and the police would have been called. They never would have left the airport.