Continuity mistake: On the beach when Harry is holding Dobby, and Dobby says "Dobby is happy to be with his friend", Harry is holding Dobby by his shoulder. In the next shot Harry is holding Dobby by his neck.
Continuity mistake: When Ron, Harry, and Hermione are sleeping at HQ, the camera shows Hermione and Ron sleeping on the couches, laying opposite ways, with their hands almost touching. The next shot is of Harry waking up, and now Ron is sleeping on the floor and Harry is on the couch.
Continuity mistake: When Harry is in the water going after the Sword of Gryffindor he's wearing his glasses; but after Ron pulls him out of the first thing he does is reach for his glasses on the shore.
Revealing mistake: When Harry uses the spell "Engorgio" on the fire in a jar while talking to Ron, there is a jump cut as the flame gets tall.
Other mistake: Harry pulls a knife out of Dobby's chest, but before that, we can see there's no knife.
Suggested correction: Yes there is, Dobby is holding on to it as he falls into Harry's hands. Its not totally obvious, but the CGI people definitely put it in.
Continuity mistake: When Bellatrix looks at Harry through the gate at Malfoy Manor, her lips are a pink color. Inside the house, when she shows him to Draco, her lips are a totally different dark red shade.
Continuity mistake: In the beginning, when Minister Scrimgeour is making a speech, there are some people standing behind him. When he finishes and is being photographed, there are suddenly no people behind him.