During the dinner scenes at the Magnolia Manor, Borat excuses himself to use the restroom, only to return to the table with a bag of excrement in hand, and immediately after, one of the ladies is in the restroom with Borat showing him how to properly use a toilet, which denotes that Borat has no knowledge of toilets or their proper use. However earlier in the film, Borat talks about that on weekend he travels to Astana to "watch the ladies make the toilet".
When Borat asks Azamat to officiate at his wedding, he asks it in ersatz Kazak, which is really Hebrew. But what Borat is really asking Azamat to do is to make him scrambled eggs, which sounds a bit similar in Hebrew - "hatuna" vs. "havita".
When Borat is in the antique shop wrecking havoc, he steps on a toy dump truck. The truck causes him to trip thereby destroying many antiques. At this point the truck is kicked out of view, when Borat gets back up the truck is mysteriously underfoot again causing another trip and more comic destruction.
While showing a map of their progress, it shows them traveling down I-95 through North and South Carolina towards Atlanta, GA. This Interstate, however, is I-85, which diverges from 95 in Richmond, VA.
When Borat is coming down the escalator at the airport, the graphic says John F. Kennedy International Airport, but he's actually at Columbia Metropolitan Airport in Columbia, SC. The sign at the top of the escalator, the windows on the top level, the palmetto tree carpet, the Ft. Jackson sign behind the escalator to the left, and the Hertz Rent-A-Car booth on the left are all big signs.
When Borat is in the home town, everybody converses in Romanian (excepting Borat who speaks in English, Hebrew and Polish, and Azamat who speaks Armenian), but the subtitles of the dialogue spoken are incorrect. However, considering so many details in the movie are fabricated, this is definitely intentional.
After the Gay Pride Parade, Borat asks a black congressman "What is gay?". However, later in the film when he sings his country's national anthem, it has a line referencing gays in a negative way. It seems unlikely that he wouldn't know the meaning of the word if it was in their national anthem, especially as means of insult. However, the song he sings is not the real national anthem.