Factual error: When M and his entourage arrive at Bond's estate their cars are surrounded by sheep. They then drive on down a unsurfaced road to Bond's house, past a pride of lions he keeps on the grounds. A series of sweeping overhead shots shows us it is all one huge field, with no fences or the like. Those sheep aren't going to last very long.
Continuity mistake: When Andress is taken hostage outside the casino watch the background to see the bouncer walk inside the Royale yet when Sellers runs outside the bouncer is outside again. (01:41:00)
Continuity mistake: There are several differences between the miniature model of the hovercraft like thing that Mata is in and the full size model. For example, the full size model has red markings near the antennae and a silver bottom whereas the miniature has no markings and a predominantly red bottom. (01:49:35)
Continuity mistake: When the bed with Peter Sellers on it starts lowering, from one angle the bed's dropped below the level of the ground around it, but then in a closer shot of Peter Sellers, we can see behind him that it's not moved. The next, wider, shot shows that we should have seen the hole's walls behind him. (00:49:50)