Continuity mistake: When the thug attacks Bruce in the beginning of the movie, the man grabs his hair, yanking it straight up. In the next shot, he's suddenly yanking it sideways. His action is shown in real time, visible on screen at all times, and therefore can't be corrected by saying it only takes a fraction of a second to move his hand.
Factual error: After the funeral, when the young Rachel looks up at young Bruce from outside the mansion, you can see a modern-day Illinois license plate. These plates were not available at the time.
Suggested correction: I don't see how this is relevant. Batman is not set along a historic time-line. Batman first defeated the Joker in 1963. There might be a certain time period that the atmosphere of the movie is trying to capture but since there's no specific date, than there's no obligation to keep every facet of the movie in that time period.
This correction is wrong, while no date is specified, it's meant to take place in the "present" which is why you see cars from early 2000's and a 2005 Lamborghini. And the film isn't meant to be set in future either. Although the mistake should specify what is meant by "modern", it's unlikely they were in use about 15 years ago (from the setting of the film).
Visible crew/equipment: When Bruce/Batman arrives with the Tumbler on the car parking's roof in attempt to bring Rachel to the Batcave after she was poisoned and he's surrounded by the cops cars, most of the cast and crew members are visible hidden into the elevator waiting area while the SWAT helicopter illuminates the entire zone.
Revealing mistake: When the train crashes and then explodes during the climax, there's several major flaws that give it away as a pretty obvious and unconvincing miniature. First, the scale of the fire and sparks aren't right at all. Second, the cars it crashes through in the parking garage don't move normally or receive realistic damage when they're impacted, giving them away as very small plastic models. (You can see at least two cars simply being shoved along unnaturally.) And finally, when the train-car explodes, if you watch carefully during the second shot, you can see the (supposedly concrete) ground ripple briefly in an unnatural way at the start of the shot, and even see the train car wobble at the end of the shot, again very unnaturally, as the pyrotechnics make the small-scale model move.
Continuity mistake: When the prisoners escape a villain disguised as a SWAT team member places a explosive charge against the wall. As he comes down the stairs an explosive pack is already there, and he places his explosive pack on top of that.
Revealing mistake: When Alfred is putting Rachel in the back seat of his car to drive her home, he fails to support her head. In the shot from inside the car, as he lowers her, Rachel instinctively and consciously stops her head at about 45 degrees and keeps it there until the shot is over. Had she really been unconscious her extremities would be limp and the momentum of her body being lowered would whip her head back, possibly injuring her neck. In the very next shot, Rachel is seen from Alfred's perspective, her body is already on the seat with her head only falling onto the seat from a couple of inches.
Audio problem: When Batman brings Rachel to the batcave, he sedates her. The sound effects of his syringe device are off. Rachel begins to pass out the moment the needle is stuck in her and the fizzing sound of the actual medicine being injected is a couple of seconds too late.
Continuity mistake: When Rachel drops by to give Bruce his birthday present, his hair keeps changing, especially his fringe.