In the last fight scene between Kell and Duncan, the location of their fight jumps from the 1st floor of the factory to on top of a catwalk. After they jump off the catwalk, the same "1st floor fight scene" is used again.
After the scene with the stagecoach, you see Duncan McLeod in a NY Taxi with yellow bumpers and the number 13A on the door. When he arrives at his destination (the building that was blown up in an earlier scene) the bumpers have changed to black and the number on the door is now 45G.
Kate/Faiths apartment is in the National History Museum in London. This is where Duncan and Jacob start their final battle, which ends up in a factory and then to the USA - there is an obvious US Skyline in the final moments of the battle.
The scene with the changing cab is supposedly taking place in New York, but in one shot you can clearly see several cars that were never sold in the USA: a Mercedes Benz 208 van, some Dacias and a Fiat Tipo.
In the flashback that begins "Kildare, Ireland 1712" a fuss is made over the rogues exacting a toll on Kate's carriage "by order of the King". While Connor, Duncan and even Kate's party are aware that the "King's decree" is a fake, it seems strange that no one mentions the most obvious proof of this: the reigning monarch in 1712 was Queen Anne.