Rambo attaches a blue light to an arrow. He shoots a Spetnaz soldier it. Rambo remains lit blue for about a second after the arrow is shot. When the Spetnaz soldier is shot with the arrow, nothing is lit blue. After a second or two, the entire scene is lit up blue. It is obviously an external lighting source being used.
In First Blood, Rambo has tons of scars on his back. In this movie, in the scene right before Rambo goes into the warehouse for the stick fight, there is a shot of his back and you can see that the scars are gone.
Just before the first chopper attack on the Mujahadeen village, when the helicopters take off from the Soviet fort, we clearly see the number "45" painted on the side of the MI-24 Hind copter, but a few shots later (particularly the POV shot from the wing of the Hind) as the copters are nearing the village, we see the number on the side of the copter has changed to "42" instead.
In the scene where Rambo is asked to join the Afghanistan soldiers in the game where they use a sheep, at certain times during the game, the sheep looks like either a dead sheep, or a fake sheep with stuffing in it, as can be clearly seen when Rambo picks it up off the ground.
During the stick fight scene, Rambo throws a kick at his opponent, misses, and his foot gets stuck in the wall. It cuts to another shot where both of Rambo's feet are on the ground, and then it cuts back and his foot is stuck in the wall again.
In the scene where Rambo gets to Peshawar (Pakistan), he gets into the shop and receives his equipment. When the other guy ask him "what's that?" (looking at the blue light) Rambo is activating the blue light with his right hand but when he's showing the blue light to the guy, the blue light is in his left hand.
Almost every time the Russian gunship helicopter attacks and is filmed from the front, there are muzzle flashes coming out of the rocket pods, but no rockets are being fired. Even if rockets were being fired, there would still be no muzzle flashes.
When Rambo is driving the tank at the end of the movie, he is driving and firing the main gun at the same time. The driver compartment is in the front of the tank hull, while loading and firing the main gun and machine gun requires someone in the turret.
When the troopers lead by the Colonel stops no sound is heard, all of a sudden you hear the sound of a helicopters rotor fade in, a few seconds later the helicopter appears and starts to slaughter the men. The night was clear and it was in a desert, those are ideal conditions for sound to travel (even a whisper will be heard over a good distance) and seeing how a helicopter creates a very loud sound from both the motor and the rotor blades, they would have heard the helicopter several minutes in advance.
The AK74 assault rifle that Rambo is using during the showdown at the Pakistan border (with the Hind D) has a U.S.-made MP203 grenade launcher fitted under the barrel instead of the Soviet GP-25 used by Soviet troops during the real-life occupation of Afghanistan c. 1979 - 1988.
Rambo is a former U.S. Army Special Forces enlisted soldier who would have learned many combat skills while in the Army. However, these would not have included the operation of Soviet tanks and helicopters, both of which he operated expertly in this film.
Zaysen's rank is a Colonel, but he wears a kind of mixture between Senior Lieutenant (3 small stars and 1 stripe) and Colonel (3 big stars and 2 stripes - he has 3 small stars and 2 stripes). His army coat is also obsolete.
When Rambo and Mousa cross into Afghanistan from Pakistan on horseback, we see four planes (presumably from the Soviet Air Force) flying overhead, yet later on throughout the movie, the planes are not present nor are they ever seen again--not even parked in the Soviet fort.
In the scene where Rambo puts a timed explosive in the watery caves and ducks under the water, the bomb explodes. When it goes off, you can clearly see to the right, the fake rock wall, shaking from the explosion.
All of the helicopters used in the movie are clearly modified NATO aircraft. The gunship in the final battle is an Aerospatiale SA 330 Puma, a French/British aircraft made to look somewhat like a Mi-24 Hind-A. The smaller helicopters are Westland Gazelles with more bolt on wings.
The last time Troutman saw Rambo was at the end of Rambo: First Blood Part II in 1985. However, the photograph he has of Rambo that he is carrying around showing people was obviously taken in 1988, as you can tell the level of aging on his face and the length/style of his hair more closely resembles his image from Rambo III, and not that from Part II.
The Spetnaz soldier picks up a blue light attached to a bomb. The level of lighting in the area does not change, even when he moves the blue light, revealing that the lighting is coming from a different source.
In the scene in the cave where Rambo is pushing out the remainder of the explosive arrow from his side after being wounded by one of the Russian Soldiers, you can clearly see the square fake patch of wounded bloody skin covering his real skin when he pulls out the remainder of the explosive arrow.
In the shot of the helicopter exploding, seen through the sight of the heavy machine gun, it can be seen for a fraction of a second that the chopper is actually a relatively crude model suspended from a wire.