Revealing mistake: When the "light rail" vehicle is crossing the bridge, several shots reveal that it is not traveling on rails, but on a metal grating. This is most obvious after the police have stopped it. We see a bridge deck designed to carry cars & trucks (in fact, the police have just driven out on it) with strips of metal laid on the surface to simulate "rails". As others have observed, this was filmed on the wrong bridge; this makes it particularly obvious.
Revealing mistake: In the shot where Jones is caught in a snare and is falling through the air towards the water, he comes to an unnatural stop at the end of his fall. He should have jerked when he came to the end of the rope. Instead, he came to a smooth, controlled stop with no jerking or bouncing. The stunt man was probably lowered with a crane.
Revealing mistake: In the scene where the two "deer" hunters are shooting at Del Toro, the report of the rifles is wrong. The report they use in the movie is for a semi-automatic weapon; you can hear the mechanical clang at the end. These hunters were shooting bolt action rifles.
Revealing mistake: When Aaron cuts the first deer hunter's cheek there is no slash but only a smear of 'blood'. (00:15:05)
Revealing mistake: Towards the beginning of the movie, there are several shots of winter wilderness, one with a soaring eagle. If you look closely, you see that this particular eagle has tethers hanging off of its feet. This was not a bird found in nature. This was a trained bird brought in for this shot.
Revealing mistake: In the beginning, when Tommy Lee Jones enters the cabin, the snow on his shoulders doesn't melt. This could happen if it was really cold inside, but you can't see anyone breath out... (00:17:40)