When Ofelia goes down the stairs in the labyrinth and is talking to the Faun, his shadow still shows Doug Jones' legs while they are in the stilts. The special effects crew took out his physical legs, but the shadow still exists.
When Ofelia bites her finger under her mother's bed, you can see the tube she is squeezing the blood out of.
The instructions tell Ofelia to turn the hourglass over when the door opens, but she waits until she has entered the Pale Man's domain.
When Ofelia enters the lair of the Pale Man, she sets the hour glass down on the wall (where she entered). From when she puts it down to when it is next in shot, quite a lot of sand has fallen, and this is even before she's walked into the banquet chamber. There is no way that the sand would have lasted past when she was eating the grapes, let alone to when it supposedly did run out.
After the car stops for Carmen at the start of the film, Carmen gets back into the car first followed by Ofelia who is sitting on the right hand side as they drive off. When the car arrives at the mill Carmen gets out of the car from the right hand side followed by Ofelia.
When Vidal slices the mirror with the razor, the shaving cream is disturbed by finger marks in one shot while in all others it is smooth.
The blood on Mercedes' face changes between shots after she stabs the Captain and flees the area.
In the scene where Ofelia picks up her little brother to take him with her, the baby is crying and making noise but when she turns around you can see the baby is a doll and is not animated in any way.
Vidal is using a Luger P-08 pistol. When he "fires" it, although smoke can be seen coming out of the barrel, the distinctive cartridge eject mechanism of the P-08 doesn't move, nor do any spent cartridges eject. This is due to a prohibition on pyrotechnics in the forest used for filming and the sound of gunfire and muzzle flash having been added later.
When the mill is attacked by the guerrilla, the whether is rainy and wet, and it's dark outside. But the sun can be seen on top of the trees in the distance.
During the scene of the villagers coming to the mill to receive their food rations, a modern locomotive horn can be heard in the background.