When MacLeod arrives in New York City, he is seen walking down Broadway, and the streets and sidewalks are clean. Then he turns into a side street, and it is ankle-deep in snow.
After Conner has cut off the head in the laundry, he has no sword in his uplifted hands. In the next shot, he is holding a sword in his right hand. In the next angle shot, the sword is gone and his hand again empty.
In between shots the guillotine changes from having a steep angle to a shallow angle.
When Connor is seen reforging his sword, there was a curve already present. The curve in a katana is not forged into it, it's an aftereffect of rapid cooling.
Connor's shirt in the hospital has a blood stain only on his left side and no bullet holes in the fabric at all despite being shot multiple times in the chest by the thugs in the alley in New York City.
When Connor's sword is shattered by Kane's sword, it shatters all the way down to the tsuba, or guard. In subsequent scenes with Connor holding the broken sword, the blade extends 2-3 inches out from the tsuba.
US Navy Submarine Service insignia pin (Dolphins) on Japanese security guard's hat.
When Connor's friend Pierre Bouchet who is also immortal is beheaded by the guillotine Connor should have received his Quickening given that he is in close proximity to where the execution takes place however nothing happens.
When Conner's friend is placed on the guillotine , he is placed laying face down , but in the next shot , he is clearly laying face up .
Dolly tracks visible when Conor is in the Psycho ward.
When MacLeod is back in his antique shop, saying "Welcome back, MacLeod", a silhouette of a crew member is visible in lower right.
"Bienvenue à Montréal" ("Welcome to Montreal") sign in an airport supposedly in Newark.
It's at least questionable how Warrior #1 got from Japan to New York to confront MacLeod in his medieval Japan clothing and his sword still with him.
It's established in Highlander (1986) that Connor MacLeod never had another lover after the death of his wife Heather as he couldn't go through with the grief of outliving another loved one, meaning he would not be so willing to open up and fall in love with Sarah during 17th century France.
Kane has been locked up in a cave for centuries, yet he can speak modern English, make modern references, knows what a car is and how to drive one, knows what cigars are and many other things that he could not possibly have any knowledge of.
Connor clearly says that he won the Prize, as he did in the end of the first movie. However, he never behaves like someone more powerful than an average Immortal, so either he only thought he won it, or the Prize wasn't worth all the trouble.