Revealing mistake: During the car chase scene, if you watch the speedometer on the car, it never rises above zero. That, and the obviously poor image quality of the "road" in front of them, shows that they were using projected film in front of the car.
Factual error: When M and his entourage arrive at Bond's estate, their cars are surrounded by sheep. They then drive on down an unsurfaced road to Bond's house, past a pride of lions he keeps on the grounds. A series of sweeping overhead shots shows us that it is all one huge field, with no fences or the like. Those sheep aren't going to last very long.