Continuity mistake: Throughout the film, Tony Stark's chest ring can be seen glowing through his shirt except for two occasions when it's suddenly off - after Loki escapes from the helicarrier, and when Loki and Tony Stark are talking in Stark tower, even when he's wearing the same shirt. (01:35:30)
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)
Continuity mistake: When Tony goes after the nuke, there is a huge cut visible above his right eyebrow (or viewer's left). Later on after his face mask is removed, his right eyebrow is completely visible in the shot, even with the helmet in the way, and the cut is nowhere in sight. (02:00:00 - 02:03:00)
Continuity mistake: During the big battle against the Chitauri, Captain America is zapped with a blaster bolt. When Thor helps him to his feet we can see a significant amount of damage done to his suit, just below the star on the right hand side. But later on after Iron Man destroys the Chitauri ship with the nuke, the damage is completely gone. (01:59:25 - 02:02:40)
Continuity mistake: When Thor lands beside the overturned car on the Park Ave viaduct in front of Grand Central, the car has a dent between its fender and tire, but in the next closeup that dent has vanished. (02:04:10)
Continuity mistake: During the battle of New York, Thor has just landed next to an upturned silver car. The rubble around the car changes/moves. The most noticeable is one wedged next to the front right wheel. The piece becomes much bigger in the next shot. (01:50:25)
Continuity mistake: In the scene where Loki escapes with Hawkeye and Agent Hill is chasing them, she does a 180° spin and ends up face to face with Loki's driver. She shoots through the glass and you can see the bullet hole, but during the rest of the scene, the hole is gone. (00:09:25)
Continuity mistake: For a brief moment during the battle at the end, the scar on Tony Stark's left cheek vanishes after saying "I will, roger that" to Hawkeye. It reappears shortly afterwards. (01:54:15 - 01:54:55)
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)
Continuity mistake: When Captain America, Black Widow and Hawkeye are fighting their way through the Chitauri in the S.H.I.E.L.D. jet, one shot shows the Chitauri blasting at the jet causing part of the front of one side to get blasted and a burn mark is left on the jet. A few seconds later, Loki blasts one of the engines and the burn mark on the front of the jet has vanished. (01:40:35)
Continuity mistake: After Hulk smashes Loki against the floor, the amount of rubble around Loki changes between shots. (01:55:25)
Trivia: The Avengers co-creator Stan Lee makes his usual cameo. This time as a man being interviewed by a news reporter asking about superheroes, at the end of the movie.
Continuity mistake: Sunlight is alternately on the top of Captain America's head or not when he tells the two policemen to get the civilians off the streets. (01:44:50)
Continuity mistake: Capt. America has just destroyed the first punching bag and walks away to pick up a new one. There are now 5 bags left. Note the chains belonging to the third one from the left. The way they lie on the floor differs in from shot to shot. (00:21:15 - 00:21:55)
Continuity mistake: When Thor says "I have unfinished business with Loki", you can see Hawkeye in the background removing the spent heads of his arrows, four of them, two a little lower then the rest. The shot cuts, and he is holding all four at the same height. (01:46:05)
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