Revealing mistake: When Max crashes through the wall in the prologue, you can easily tell it's a stunt double. You don't even need freeze frame to see it, as the screen freezes, stylistically fades, then the title sequence starts.
Audio problem: When Max crashes through the wall, he exclaims "A Baby?!"; however, his lips don't move.
Character mistake: Max reads the convict number on Big Eddie's shirt to the Chief as 14783652. But when we saw the shirt earlier, the last 3 digits were 285, not 652.
Revealing mistake: When Max and the other control Agents are old, you can see the powder on their faces used to make them look old.
Ice Station Siegfried - S5-E13
Visible crew/equipment: Anytime the group of spies is walking out in the snow you can see the wall of the set that is supposed to look like fog.
The Mess of Adrian Listenger - S5-E18
Continuity mistake: Max and 99 are sitting on the sofa. There is a knock at the door and Max fires 3 bullets into the door from a gun. Later, the same day the door is shown behind Max and 99 and there no gunshot holes in the door. Also, 99 changed her clothes and Max still has on the same clothes. (00:09:00 - 00:19:00)
Deliberate mistake: They show footage of Max and Larabee scouting out the entrance to a bank. This same footage was used in the earlier episode "The Treasure of C.Errol Madre".