The goof items below may give away important plot points.
Incorrectly regarded as goofs
During the segment "Nancy's Last Dance", Nancy cuts her face. This takes place before "The Hard Goodbye" in the first Sin City film where Nancy appears without any facial scars. However, not only were Nancy's cuts fairly superficial but the denizens of Sin City heal up remarkably good even from the worst kind of injuries, as exemplified by Marv, Dwight and others.
At the end of the segment "A Dame to Kill for" Manute (Dennis Haysbert) is shot seemingly to death in the swimming pool by Ava (Eva Green). Since this takes place before the segment "The Big Fat Kill" in the first movie, this would create a straight contradiction with Manute played by Michael Clarke Duncan, who dies together with his gang in an alley shoot by Dwight, Gail and several girls more. But Manute recovering from these wounds seems entirely plausible when compared to other injuries survived in this series, including Dwayne (four shots and a two story fall), Hartigan (eight shots) and Marv (three full SMG magazines).
When Nancy and Marv are about to attack Senator Roarke's mansion, as Marv drives away on the motorcycle, the tip of the bolt on Nancy's crossbow clips (or passes through a CGI object) through a tree next to her. This is easier to see in slow-motion.