At minute 25+ Walt is in the desert making what is later revealed as his improvised mobile machine-gun emplacement. His power source is an automotive battery, which he connects by first attaching the negative lead, then the positive. This is inconsistent with Walt's character. As a scientist with a meticulous approach to all things technical, it would be unthinkable. He would surely follow the rule long accepted as correct and safe for battery work: to disconnect, remove negative first; to (re)connect, attach negative last. The sparking around the positive terminal demonstrates the point.
In the final scene where Walt is touching the cylinder, his hand is placed to the right of the grey/black knob. When the ceiling camera pulls away, the bloody hand print is on the left side of the knob.
When Walter is assembling the mechanism in the desert for the sweeping machine gun, he uses ratcheting wrenches as the bars in the sweeping mechanism. When the same machine gun is shown operating in the trunk at the club house, there are plain bars used in the construction.
In series 5 episode 14 aka Ozymandias we see Skyler cut the heel of Walter's right hand with a big knife from the kitchen. It's a serious injury which he binds with Duct tape. In the opening moments of episode 16 aka Felina we see Walt in an abandoned car. At least twice we see the heel of his right hand. Once on his lap and once when he reaches up to to the sun visor. On both occasions the heel of his right hand is seen un-injured and unscarred.
After the machine gun in the trunk stops firing, we see a top down shot of Jesse and Walt on the floor, with Jesse on Walt's right. When the shot next switches to Walt getting up, Jesse is on his left.
In the beginning of the episode when Walt is sitting in the car and we see red and blue lights as the police arrive. In New Hampshire police vehicles only have blue lights, red lights are reserved for emergency vehicles.
Early in the episode a close-up reveals the stolen Volvo's New Hampshire license plate. All New Hampshire residents require a sticker placed in the top corner indicating the registration for the vehicle is valid, yet this license plate bears no such markings.
When Walt enters the snowy car in New Hampshire the snow stays stuck to the drivers side window when he opens and closes the door, but after he finds the keys he clears the snow by simply hitting the inside of the window. If the snow was holding that lightly to the window it would have fallen off when he closed the door upon entering the car.
When Walter arrives at the neo-Nazi camp, his shirt was completely pulled out of his waistband to prove he wasn't wearing a wire. After the bloodbath and after Jesse drives off, when he pulls his jacket aside to look at his blood-soaked shirt, the shirt is neatly tucked in.
As Walt is brought into the clubhouse, he is shown tucking his shirt back in before Jack starts threatening him.
The goof item below may give away important plot points.
In the grand finale, the machine gun is seen rocking up/down as well as rotating, which sprays the whole building from floor to ceiling with bullets. However, the hole this action makes inside the car's trunk is just a horizontal line.