Factual error: In several different episodes characters are escaping on foot to Canada, as evidenced by Ontario license plates. But the show is set in New England, and the only way to get to Ontario through the Eastern United States is by crossing a major body of water: The St. Lawrence River, Lake Ontario, The Niagara River, or Lake Erie. You can't walk there.
Continuity mistake: In some scenes it's Winter and then the next scene there are leaves on all the trees and flowers in flower pots.
Continuity mistake: Ofglen sees a wife and her driver step out from a car, so she runs to get in the car. A man with a weapon slams his fists on the door after Ofglen locks the doors. In the next cut, Ofglen is in the car with the doors unlocked. (00:41:40 - 00:42:08)
Revealing mistake: June goes to an airstrip to fly to Canada, but all the abandoned aircraft on the field are ex Canadian Air Force, meaning it was probably filmed in Canada.
Women's Work - S2-E8
Continuity mistake: Nick picks up the letters that he hid in his trunk, and there are a lot fewer letters than originally shown.