Revealing mistake: During the "Anything Goes" dance number, the shot of the dancers doing the 'splits' is simply ran in reverse to produce the illusion that they're rising up from the stage floor.
Other mistake: When Indie and Short Round stop and get off the elephant before they walk up to the palace in India, the tusks have obviously been extended by props to make the elephant look more impressive.
Revealing mistake: The skull which Indiana forces under one of the wheels in the spiked room's ceiling has a very straight, clean-cut line through the cranium. It has none of the imperfections or signs of growth which would occur naturally; this is a very fake-looking skull.
Audio problem: A few times during the banquet scene, various snakes make noises like squealing pigs or large bugs.
Continuity mistake: On the mine conveyor, the guard pins Indy to the belt with his foot and his head toward the grinder. When Short Round tackles the Maharajah, we can see the guard on the conveyor, but he's facing the wrong way, both his feet are on the belt, and Indy is nowhere in sight. (01:31:30)
Other mistake: During the Tri-Motor crash sequence, the crew dumps the fuel from the aircraft and bails out. In the shot of the red fuel pouring out, the fuel is shown streaming out of the exhaust pipe for the center engine, which would be hot enough to cause the fuel to ignite and either set the aircraft on fire or cause it to explode.
Continuity mistake: During the mine cart scene, Indy hits the second lever with the shovel to change the course. The Thuggees in the cart behind him shoot the same lever and it flies back just as Indy hits it, and changes the course again.
Factual error: When they are riding the life raft off of the top of the snow-covered mountain watch how it falls. All three people were close to the front of the raft, yet the raft drifts backwards before plunging in nose first. That would be impossible with all of the weight shifted to the front of the raft to begin with. (00:18:25)
Audio problem: Indy's line "Those aren't big birds, sweetheart. They're giant vampire bats," doesn't match the mouth movements he is making at the time. (00:30:40)
Other mistake: In the "tunnel of bugs" you may reasonably expect there to be such creatures as cockroaches, spiders or giant centipedes, but the majority of the insects are locusts which are herbivorous and would not be found in an underground tunnel. Other out-of-placers are giant stick insects (also herbivorous) as well as a South American harlequin beetle (this part of the film is set in India). You can also see, in the scene where Willie turns her hand over to reveal one of the giant stick insects, that she is cupping it to hold the insect in place.
Audio problem: When Indy, Willy and Short Round are leaning on the mountain where the jet of water comes out, none of their cries match their lips.
Other mistake: When the Thuggee throws the sledge hammer over his shoulder, notice that the man whose head the hammer lands on closes his eyes and leans his head slightly forward before the hammer hits him, as though he was already expecting the hammer to land on his head. (01:28:40)
Other mistake: When fighting the sword wielding guards before getting on the bridge, Indy uses his bullwhip to disarm one of them. As the sword flies out of his hand it kind of hangs in the air as it falls. It is obviously a prop made of a very light material. (01:42:35)
Revealing mistake: In the wide angle of the mountain where Indy, Willy and Short Round lean on, they cast no shadow, revealing it's a composite image.
Continuity mistake: In the angle from below where Short falls through the hole on the bridge, there are no ropes hanging off the sides. In all subsequent shots there are many ropes.
Continuity mistake: The dozens of balloons next to the gong base suddenly disappear when it falls down.
Revealing mistake: When leaning against the mountain, in the wide shot Short's face turns totally black, Willie becomes semi-transparent, and Indy's chest becomes greyish colour, all because of the blue-screen effects.
Revealing mistake: When the yellow raft slides down the snow, in the close-ups it turns white because of the blue-screen effect.
Revealing mistake: When the rickshaw crashes, neither the driver nor the girl move at all. Instead the sailor stands up by his own means and jumps, which is a really bad stunt.
Factual error: The image of the plane's instrument panel shows a VOR, just to the left of the orange circle with the triangle in it. The VOR is "a type of short-range radio navigation system for aircraft, enabling aircraft with a receiving unit to determine its position and stay on course by receiving radio signals transmitted by a network of fixed ground radio beacons. ... Developed in the United States beginning in 1937 and deployed by 1946..." (Wikipedia). The movie's opening scene is Shanghai, 1935. (00:16:45)
Answer: He says "kali ma, shakti day". This is hindi and means (literally) "black mother, give me power/strength". "Ohm nama Shivaya" means "I bow to Shiva." Both are Hindi.