Continuity mistake: When Loki says "You don't have the Tesseract yet", The Other moves to him with his right hand raised. The shot cuts and it is now his left arm. (00:30:40)
Continuity mistake: When the plane lands on the aircraft carrier, it is about to land on a yellow mark on the ground. The angle cuts and it's now landing in front of it. Then from the aerial angle it lands in the middle of both lanes, but a frame later it's on the right lane. Finally, the landing signal officer swaps from standing in front of the plane waving his arms, to several meters behind standing still. (00:31:45)
Continuity mistake: When Captain America and Coulson land on the Helicarrier in the jet, there is a man with an orange coat standing 2 to 3 meters away from the helicopter. In the next shot, he is at least 6 to 7 meters away from the jet. (00:31:45)
Continuity mistake: When Steve Rogers first meets Bruce Banner, Rogers' hair keeps changing between being neat and being blown apart, depending on the angle. (00:32:35)
Continuity mistake: When the Helicarrier is about to take off, Banner and Rogers are still at the edge of the landing strip, identified by the yellow SHIELD logo and the jet that Banner is checking out. But the shot hangs on Romanoff for a second, and when it cuts, Banner and Rogers are instantly at the very edge of the ship, a good 50 feet away from where they were a second ago. (00:32:55)
Continuity mistake: Just after Dr. Banner asks Nick Fury how many spectrometers the Helicarrier has access to, he takes off his jacket, rolls it up, and puts it under his arm. In the next shot, without Banner moving, the jacket is suddenly draped over his arm. (00:34:15)
Factual error: The Königsstraße in Stuttgart is located in the city's main shopping area, not its cultural center as the film would suggest. (00:37:20)
Factual error: In Stuttgart, the German police cars use the wrong lights (they should be blue instead of orange-yellow) and license plate marking arrangements. (00:39:40)
Continuity mistake: While Loki lies on the floor and talks about the Tesseract, bushes appear/disappear by his left side between shots. (00:43:00)
Continuity mistake: When Thor asks Loki about the Tesseract, he grabs him with his left hand around his neck. The thumb is either by the ear or on the neck, depending on the shot. (00:45:10)
Continuity mistake: When Iron Man and Thor are fighting, Thor grabs Iron Man's wrist at one point. In the next shot, he is holding him by the forearm. (00:46:55)
Revealing mistake: In the scene where Iron Man and Thor fight, Thor begins to crunch Iron Man's metal arms so Iron Man fires at Thor and then headbutts him. In the shot from behind Iron Man, part of the green screen is reflected on the right side of his helmet. Can't be a tree or a bush because those are all dark green colored and the reflection is much lighter. (00:46:55)
Continuity mistake: In the beginning of the scene "Mountaintop Battle" while Loki and Thor argue, Iron Man flies into Thor, tossing him to the ground below. Thor's hair is messed up and dirty. The shot changes, and when it goes back to him, he is standing and his hair is clean and neatly combed. (00:47:10)
Continuity mistake: When Thor smashes the hammer against Captain America's shield, they are pushed at least ten feet away from each other. Yet when Iron Man gets up and walks over to Captain America, the two are suddenly much closer together. (00:47:45)
Continuity mistake: In the fight scene between Thor and Iron Man, after Captain America tells Thor to put the hammer down, Thor slaps Iron Man, who is to Thor's right side, back several feet away from them and then jumps even further away. After Thor hits the Captain's shield, as they are all getting up, Iron Man is right next to Captain America and Thor, now to Thor's left side, (when he should be about fifty feet away and still to Thor's right side). Even if Iron Man made it back to Captain America before the shock wave, he should still have been visible before the shock wave for his position on the ground to be possible. (00:49:40)
Continuity mistake: When Thor attacks Captain America and says "You want me to put my hammer down?" Captain America raises his shield, but when the angle changes it's lowered and he's raising it again. (00:49:45)
Revealing mistake: You can see the blue screens on Bruce Banner's glasses when Tony Stark is talking to him about embracing the Hulk rather than disliking it. (00:57:40)
Continuity mistake: Selvig is carefully moving a cylinder of iridium from a scale to its final location with a metal tongs. The way he holds the tongs changes, when it is highly unlikely that Selvig would change his grip while moving such a delicate substance. Most noticeable are his index and middle fingers. (01:01:20)
Continuity mistake: After Hawkeye fires an arrow at the Helicarrier and part of it explodes, Bruce and Romanoff are knocked out of the room and land on a lower level. As they land, they are shown to be right next to each other, but when they are shown next, the distance between the two has increased by at least two feet. (01:09:45 - 01:10:25)
Continuity mistake: When Hawkeye is breaking onto the Helicarrier, he and some snipers break down a duct cover and enter. When the cover lands on the floor, it is resting away from some pipes with some slats missing. As soon as Hawkeye enters the duct, the cover is now resting against the pipes, and the slats have reappeared. (01:10:35)
Answer: While Loki is not immortal, he's just as powerful as Thor, and many mortals would consider him a God as well. Loki is actually a Frost Giant taken in by Odin, but is just as invulnerable to many attacks. There may also be an element of magic involved in his survival as well.
Bishop73