Continuity mistake: When Sam and Dean break into Lori's dorm, Sam notices (and the camera pans towards) an open window. The camera then cuts to Dean. When the camera cuts back to Sam the window is closed. We watch Sam open the window and climb through it.
Continuity mistake: In the very first scene with Lori and Rich kissing in Rich's car, Lori's seatbelt is shown to be over her arm close to her shoulder. The camera cuts to Rich and back and the seatbelt is now behind her arm and lower without her having moved at all.
Answer: Angels themselves may not have genitalia, but their vessels do. Nephilim occur when an angel in a vessel reproduces.
Greg Dwyer