The spider web shaped cracks that appear in the glass boxes when characters attempt to smash them indicate they are made of laminated safety glass, a material held intact by a thin layer of flexible vinyl sandwiched between two sheets of glass. Laminated safety glass was discovered by accident in 1903 and patented in 1909, well after the time line of the movie.
During the magic show where Alfred meets Sarah for the first time, on both sides of the stage there are statues looking exactly like the two guardian statues found in King Tutankhamen's tomb, but the tomb was not discovered until 1922.
During the two scenes in which Jackman and Caine discover playing cards attached to the bottom of their pint glasses, the glasses they are drinking from are 'Nonic' glasses. These were designed in the 1960s to protect straight glasses from nicks and cracks when cleaned in automatic dishwashers.
When Angier gives the first show of his last 100, he explains the risks of the underwater-unleashing trick. The camera switches between shots of him and Borden, and we see the crowd behind Borden (soundlessly) clapping although Angier is not done explaining.
Borden mentions that a "penny" could be slipped into the barrel of the pistol used for the bullet catch trick. English pennies of this period were substantial and wide, much wider than the barrel of the pistol being used by Borden could accommodate.
When he visits Telsa in February, it is obviously winter, with snow on the ground. Yet after a brief meeting they venture out to a balcony, were it appears to be obviously summer, with green foliage, and not breath visible.
In one of the earlier scenes of the movie, Alfred and Robert are seen in the dressing room after one of their performances together. Robert puts on a brown vest and crosses the room, and in the next shot he is seen pulling it on over his shoulders once again.
After the double gives the "show" he takes out a drink while Angier is walking up the stairs, then he brings the drink to his side and as the camera angle switches he brings up two hands without the drink.
As Angier is walking towards the box in Tesla's empty room, you notice the hotel manager deliberately bring his hands from behind his back to his front. In the next shot, taken from behind, his hands are behind him again.
When Root is tied up above the stage after Borden sabotaged Angier's 'The Real Transported Man' trick, you can see what seems to be a security wire that comes out horizontally from both sides of the stage and is attached to Root as he is being lowered down.