Plot hole: Zharko's process of using the dead bodies of agents and reviving them could only work if he had them at about at most a day after they were killed. Since his secret lab is on a deserted island in the middle of nowhere, they could not have got the bodies to him in time. The Chief also said that the bodies suffered severe damage, so their ability to move would be seriously hindered, but they work fine.
Closely Watched Planes - S4-E3
Factual error: If there really was a hatch leading into mid-air in the airplane bathroom, instead of being soundless like shown, it would be incredibly loud and Max would have noticed. Also, the sudden pressure change would have sucked him out no matter what he did to stop it.
To Sire, with Love: Part 2 - S4-E21
Revealing mistake: When the tarantula is released into the room, the spider is a plastic model in its container when it's on Max's shoulder, and when they kill it with the horseradish.
Plot hole: When the watch is sucked to the island by the magnet, where was the sailor that the watch was attached to?
Revealing mistake: When Max and 99 are rowing away on the Chief's inflated diving suit, you can see that the Chief is not in the suit and it is just an inflatable raft.
Revealing mistake: Siegfried uses the magnet to push the ship away from the island. However, you can see the scene is reversed; the steam from the ship is going back into the funnel.
Revealing mistake: When Max accidentally shoots the life raft with the flare gun, he visibly doesn't make a hole in the raft. It's likely it's ink or ash or another black material to look like the raft had a hole burned through it.
The Day They Raided the Knights - S4-E16
Continuity mistake: In Max's apartment, Max sneaks up behind 99 to give her a kiss. She punches him in the jaw and he falls back against the wall to the right of the doorknob. The scene changes to a close up of Max and he is sitting on the floor to the left of the doorknob.
Continuity mistake: Max is going to pour tequila in Valdez's glass. The camera closes up to show Max picking up a bottle with a candle on it. The candle falls into the glass. When the camera angle changes to show Valdez and Max, the candle is gone.