Continuity mistake: Walter crumples the prescription slip and tosses it onto the bed - but in the next shot, it has disappeared. (00:05:15)
Plot hole: If Walter was indeed immortal from his deal with the devil then there was no reason for him to use the Escape Clause when he was sent to jail. Since he can't be killed by any means and nobody can harm him there would have been nothing to stop him from escaping the prison the moment his cell was opened.
Suggested correction: He may be immortal and not feel pain, but he isn't super-strong and can't walk through walls or people, so escaping wouldn't be trivial. That isn't to say it'd be impossible or even that hard, but this is a man who got centuries of perfect youth and health, and all he could think of to do were things that would kill a normal human (even though, again, he can't even feel pain.) He also confessed to murder to experience the electric chair, not considering that they wouldn't just let him walk away when he survived execution. He's a short-sighted, unimaginative moron, and that's probably why the devil chose him.
Suggested correction: Walter uses his Escape Clause because he doesn't want to live forever in a prison cell. Even if he could escape at some point, he's not willing to spend any time behind bars waiting.
Revealing mistake: When the main character proclaims, ".the new Walter Bedeker!" you can see the frames are running back and forth. You can tell by looking at the window curtains behind him.
Continuity mistake: When Cadwallader puts a seal on the Escape Clause paper, he presses so hard that he manages to lift the whole document with seal. You can see that there is absolutely nothing except for a seal mark on the paper, yet when he drops the paper to the floor some typed text appears on it. Also in the same scene, the seal pattern is square in the first shot, but when the paper drops to the floor the seal mark is round.
