Revealing mistake: Quite obviously Steven Seagal is not jumping out of the warehouse window himself, it's blatantly a stuntman.
Continuity mistake: When the yellow Range Rover is blown up during the bank car heist, it burns out quite quickly, there's even a shot to show most of the interior has burnt away, yet later on, a TV Report shows the Range Rover burning as if it had just been set on fire - there was no TV crew or camera near the scene.
Factual error: During the bank car heist at the start of the movie, the guard who leaves the drivers seat and fires with a rifle fires way more shots than is feasible without reloading at any point.
Plot hole: When the brakes fail on the truck, Cold insists that he and the woman have to jump from the truck, simply switching off the engine would have been effective seeing as the truck was a long way from crashing into the tanker, and plenty of room either side of it to avoid it.
Continuity mistake: The black agent who is shot dead is lying on his back after being killed. Later, when Cold and his female associate find him, he's now lying on his side.