Thanks to everyone who have submitted various errors/bloopers. Here is a compiled list from Lostpedia which mentions most of the ones submitted.
* Widmore's surveillance photo of Sayid shows Sayid working on the exact same house in the exact same spot he is still working on when Locke comes to see him. Considering the time it takes Locke to travel from Tunisia to Santo Domingo, Sayid should have at least made some progress.
* When Abaddon is driving Locke to the airport, the passing traffic includes the truck that rescued Locke from the desert.
* In "There's No Place Like Home, Parts 2 & 3" Walt tells Hurley that he was visited by Jeremy Bentham. However, when Locke meets Walt in New York City, he never mentions that he is travelling under the name Jeremy Bentham. Unless there was another off-Island meeting between Walt and Locke, this is a continuity error. Jack and Kate also refer to Bentham, despite the fact that we never see Locke introduce himself this way, nor would he need to.
* When Locke and Walt meet in New York City, they are standing on the corner of "W 67th St." and "8th Ave" but these streets do not intersect. Above W59th street, all avenues are renamed and are no longer referred to by their numbers. The 8th Ave street sign should have read "Central Park West", and it borders entirely on Central Park along the south east side with no buildings. 9th Ave is "Columbus Avenue". Also, the subway sign at least in part reads "Columbus" - the closest subway is the Lincoln Center subway on Broadway which is half a block away from W67th and Columbus (9th Ave) - the Columbus Circle subway is 8 blocks south on "W 59th St." aka "Central Park West".
* In "There's No Place Like Home, Parts 2 & 3", Jack stated that Locke had a) told him Ben was off the island, b) that "some very bad things happened" after Jack left the island, c) that those bad things were Jack's fault because he left, d) that the only way he could protect Kate and Aaron was by returning to the island, and e) that if Jack and the rest of the Oceanic Six didn't return to the island, the people they left behind would die. Locke said none of those things. Unless there was another off-island meeting between Jack and Locke, this is a continuity error.
* Locke doesn't recognize Charles Widmore at the beginning of the episode, but in The Other Woman, Ben showed Locke a video of a modern Charles Widmore.
* When Walt asks Locke why he came to see him, shot changes from Locke's face, to Walt and then back to Locke's face before he responds. When camera changes to Walt, we can clearly see Locke turn his head. But when camera goes back to Locke's face, he is still facing exactly in same direction as he was before he turned head.
* As Hurley is being led away by the two orderlies at Santa Rosa, they both instantly switch places on either side of him between shots.
Source: Lostpedia