Factual error: The scene where Nicky is picked up in Amsterdam is not in Amsterdam - the skyline does not match that of the city.
Factual error: When Bourne escapes from the Hotel Brecker he comes across "Zoologischer Garten," which is near Kurfürstendamm and therefore fine. But after a little more running he finds himself at the train station "Friedrichstraße," which is four stops away from there. He then jumps off the bridge. Since there is no bridge near Zoologischer Garten, this is probably the reason this mistake was necessary.
Factual error: While supposedly being in Moscow, Bourne really gets chased past the German Foreign Ministry. This is a landmark building. A picture of the building, same perspective as in the movie, is found here: http://www.stadtentwicklung.berlin.de/pix/baubilanz/regierungsgebaeude/auswaertiges_amt.jpg
Factual error: During the chase in Moscow, just after Bourne is shot in the shoulder, the Russian assassin runs down a subway entrance, but this is really at Berlin Alexanderplatz. In the background is the Kongresshalle, located just next to the Alexanderplatz, and there is in fact a U-Bahn entrance opposite it.
Factual error: When Bourne is tapping into the phone of the American consulate investigator, the display of his Siemens cell phone shows Pamela Landy's phone number as an incoming call, giving him the option to reply or reject the call. But at this point, they have already been talking for a while.
Factual error: When Bourne drives from Naples to Berlin, he wakes up from a nightmare at Dreilinden, just outside of Berlin (easily recognizable by the bridge in the background). A few scenes later he is seen driving through an Alpine landscape which he should already have passed long before getting to Germany.
Factual error: When Bourne arrives in Moscow at Kievskii station, he goes to check the address of the dead Russian reformer's daughter, looking in a phone booth yellow pages. There are no phone books, much less yellow pages, in Moscow phone booths. (01:21:20)
Factual error: The sirens used in Munich and Berlin are not German sirens, the ones in Munich sound like from another European country and at the demonstration in Berlin an American siren can be heard.
Factual error: When Bourne's passport is checked at the border leaving Germany to Moscow, his fake Russian last name, Kiniaev, is incorrectly spelled in Cyrillic (Kiniyaev). (01:18:15)