The bagpipes seen in the 1500s are the wrong style. These are 'Regulation' pattern pipes, which only came into being about 1850, pipes from the time frame of the movie should be 'Chalice' pattern, ie, the top of the drone should look like a wine glass.
During the very first shot of Eilean Donan Castle, as the camera elevates above the villagers, the sun reflects off of a car traveling along the A87. Visible very briefly, it emerges from behind the fir trees, in the top right hand side of the shot, as it follows the shoreline.
During the first fight between Connor and Fasil, when Connor grabs the metal pipe, Fasil swings and hits the pipe twice, the second time the connection sound is heard twice, when it clearly only connects once.
Brenda, a weapons expert, calls the sword a "samurai". Samurai refers to the Japanese swordsman. His weapon is called a "katana". (In mitigation, she is talking to non-experts and may well just be dumbing down for their sake.)
Ramirez calls himself the chief metallurgist to King Charles Fifth of Spain. Charles Fifth was not this king's official title in Spain, but his title as Holy Roman Emperor. He was King Carlos Primero, or Charles First, in Spain.
When Brenda is researching the birth of Russell Nash, Dr. Kenderly reveals that he was illegitimate, and died after his birth. This is a serious breach of ethics for physicians (even retired) that violates doctor/patient privilege - even if a patient is deceased.
When Connor meets Brenda in the bar he orders a "Glenmorangie on the rocks". Single malt whisky has to be drunk "hand-warm" and people from Scotland would never commit such a faux pas and drink it with ice. Moreover, the drink seen in his hand as Brenda walks out of the bar appears to be a glass of beer, unless the already ravaged-by-ice single malt is served in a beer glass (the correct glass would be a tumbler). The amount of liquid in said glass is also greater than even the largest of double whiskys.
When the Kurgan and Brenda look at the Silvercup building from the bridge, the sign says "Silvercup Studios." When MacLeod and the Kurgan fight on top of the building, the sign simply says "Silvercup."
When the Highlander is in the sword duel in 1783, before he is stabbed the second time, his opponent flips his rapier out of his hand. As he falls to the ground and gets back up, his rapier is back in his hand.
During the final fight between Kurgan and MacLeod, Kurgan kicks MacLeod's sword behind and away from him. There are a couple of close shots, and when they cut back to the wide shot (same angle) MacLeod's sword in seen on the ground in the forefront. The cycle repeats twice - another set of close shots, then a wide shot with no sword, close shots, followed by another wide shot that includes the sword.
Just before Connor arrives at Brenda's apartment for dinner you see her place a gun in the second from the top drawer of a small chest. When Connor arrives and walks into the room he goes to the chest and opens the top drawer, removes the gun and holds it up.
During the kidnap 'chicken run' scene when Kurgen is driving on the wrong side of the road into oncoming traffic the car accidentally collides with an oncoming vehicle as they both swerve in the same direction. The camera truck can be seen to slow and camera operator/director/crew member can be seen to rise up a little more and look back.
When Ramirez and the Kurgan are fighting in the tower, there are some scenes in which the Kurgan hits the walls with his sword and stones from the walls fall into the tower. In one of these, shortly before Heather starts to scream again, one can see a crew member behind the wall. He is probably the one who pushed the (prop-)stones inside. If you want to see it: the crew member is on the right side of the screen, a little above Ramirez.
The wrestling match shown is supposed to take place at Madison Square Garden. That promotion - the AWA based out of Minneapolis, MN never had an event take place in NYC. The WWF were the only promotion running shows at MSG.
Brenda uses a metal detector to find particles of sword in reinforced concrete. This cannot work as the signal from the metal in the reinforcement bars would swamp the signal generated by the sword particles.
The character of Garfield, the uniformed NYPD officer who fights with MacLeod, wears a sergeant's stripes but his cap and badge are that of a patrolman. A NYPD sergeant would have a gold badge and cap insignia, not silver.
The goof items below may give away important plot points.
After the Kurgan has slain Ramirez, the staircase he is standing on is struck by lightning destroying the upper stairs and collapses with the Kurgan to the rubble below. Later in several scenes, the ruins are seen to have the staircase in tact as it was just before the lightning strike.
When Connor is impaled by the Kurgen on their first acquaintance, the Kurgen's sword clearly enters from the left hand side of Connor's ribcage, below his extended arm. When the plot cuts forward to Connor on his death bed, the blood stains on his bandages imply a frontal sword wound to the sternum area of the chest.
Brenda is on the roof during the final fight scene, and when the Kurgan and McLeod fall through the roof, Brenda is still on the roof. The next moment she is in the same room, despite clearly not falling through the roof.
When the Kurgan is speeding to the Silvercup building after kidnapping Brenda, the Cadillac he is driving smashes into another car, severely damaging the right front end. Yet, for the remainder of the scene, the Cadillac is shown with the entire front end still intact.
After the Kurgan beheads Kastagir in the alley and stabs the vigilante, the onlookers are watching the scene through the fence. When the camera shot is pulled back, the fence is clearly missing during the light show and then returns in the remaining shots.
During the scene when Kurgen kidnaps Brenda and plays chicken with cars the camera van can be seen driving parallel to their racing car. It is on the far right of the shot and is driving with it's hazard/emergency lights flashing. A member of the crew can be seen standing out of the roof of the vehicle and on the right of the vehicle (left in shot) you can clearly make out the camera. Check out 1h 38m 27s onwards to find this.
When Connor decapitates Kurgan the Quickening begins with the large windows behind him blowing out of their frames. When this occurs you can clearly see the primer cord encased in the windows igniting just as the glass shatters.