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Continuity
Despite there being continuity in this film to that of Rambo: First Blood Part 2 (1985) in terms of the small knife scar on Rambo's left cheek, in this film the scar is different to the knife wound and subsequent scar in the second film. In Rambo: First Blood Part 2 (1985), the wound/scar goes down his left temple diagonally towards his ear. In this film, however, the scar goes from his left temple down diagonally towards the middle of his cheek.
In First Blood (1982), Rambo has tons of scars on his back. In this movie, in the scene right before Rambo goes into the warehouse for the stick fight, there is a shot of his back and you can see that the scars are gone.
The necklace Rambo wears is supposed to be the same one that was given to him in the previous film, but is clearly shaped differently.
Rambo is shot in his right leg, in the quadriceps. He gets up, putting his weight on that leg, and manages to walk over to the army tank without much trouble.
When Rambo is fighting the Spetnaz in the underground caves, he shoots one of his explosive arrows, however, two different explosions go off instead of one.
While kick-boxing in Thailand, Rambo offers his right hand to his opponent who fell on ground but when he comes up he's holding Rambo's left hand.
Almost every time the Russian gunship helicopter attacks and is filmed from the front, there are muzzle flashes coming out of the rocket pods, but no rockets are being fired. Even if rockets were being fired, there would still be no muzzle flashes.
When Rambo is driving the tank at the end of the movie, he is driving and firing the main gun at the same time. The driver compartment is in the front of the tank hull, while loading and firing the main gun and machine gun requires someone in the turret.
Soviet soldiers can be seen wearing different kind of hats (winter and summer ones) at the same time, which can't happen in the real Army.
When the troopers lead by the Colonel stops no sound is heard, all of a sudden you hear the sound of a helicopters rotor fade in, a few seconds later the helicopter appears and starts to slaughter the men. The night was clear and it was in a desert, those are ideal conditions for sound to travel (even a whisper will be heard over a good distance) and seeing how a helicopter creates a very loud sound from both the motor and the rotor blades, they would have heard the helicopter several minutes in advance.
The AK74 assault rifle that Rambo is using during the showdown at the Pakistan border (with the Hind D) has a U.S.-made MP203 grenade launcher fitted under the barrel instead of the Soviet GP-25 used by Soviet troops during the real-life occupation of Afghanistan c. 1979 - 1988.
After Rambo sticks his thumb in his side in the cave to remove the piece of broken arrow, he flips the top off a bullet with his big knife so he can pour the gunpowder onto one of the openings of his wound, then lights it. The fire would not go through his side to the other side of the wound since there was no 'trail' of gunpowder. The fire would just burn the one side of the wound where Rambo emptied out the gunpowder onto it.
The photograph Col. Trautman is carrying with him at the start of the film is clearly a still of Rambo's later meeting with the gun shop owner as he goes to meet Mousa for the first time.
After Rambo crashes the Russian helicopter, it explodes into a ball of flame.
A while later as the Russian commander is inspecting the remains
there is no engine, components or anything at all just an empty shell. These would not have blown away or burned to nothing in the initial explosion and fire, revealing it is just a mock up model for visual effects only.
In the sewer, Rambo activates a blue light. The area remains lit blue, even after Rambo removes the blue light, revealing an external lighting source.
The Spetnaz soldier picks up a blue light attached to a bomb. The level of lighting in the area does not change, even when he moves the blue light, revealing that the lighting is coming from a different source.
When Rambo is lying inside the tank after the explosion, the surroundings don't match a main battle tank in the inside and the set looks totally fake. There is plenty of space and also pieces of metal and other debris just for show.
The soviet helicopter is seen to be "firing" from the rocket pods, which would fire unguided rockets. But the audio track uses "machine gun fire" sound and "bullet ricochet" sounds instead.
After Rambo steals the helicopter and Soviet solders are shooting the helicopter it is clearly visible that blowing cartridge were hidden under the painting what explodes from inside out in a star form.
A small American flag is visible on the "Russian" helicopter under the rotor that Rambo steals.
When Rambo and Mousa cross into Afghanistan from Pakistan on horseback, we see four planes (presumably from the Soviet Air Force) flying overhead, yet later on throughout the movie, the planes are not present nor are they ever seen again--not even parked in the Soviet fort.