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As Sloane's men intercept the SUV carrying Jack and several CIA agents who are transporting the Rambaldi heart, they shoot the windows out of the car as they are shooting at the agents. However, since this was a government car carrying precious cargo, wouldn't the windows be bullet-proof?
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The club in Stockholm is according to Irina named "Välsmakande" wich is a Swedish word that means "Good-tasting" in English. Once again they play on the fact that Lena Olin is Swedish.
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Nmber 47: The CIA has 24 pieces of Rambaldi's machine, Sloane has 23. 23+24=47
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This is the last time we see Sydney's house that she and her friends hangs out in since the very first episode. In season 3 we only see it through flashback and what's left of it after the fire.
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Number 47: The construction of Rambaldi's machine consists of 47 pieces.
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Number 47: The bottle of Provacillium has a number on it: 0047-0341-32.
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It takes almost a whole season (from 2x22, the finale, to 3x19) until we learn what "The Telling" does.
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The shot showing the change of scene to Stockholm, isn't of Stockholm but of Amsterdam: the Doelensluis bridge and part of the Rokin street is shown.
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Irina plans to buy the plans for the NSA's Rambaldi storage facility, however, later, she tells Sydney that the facility was raided a month ago. Dialogue in the second part would indicate that the two episodes take place immediately after one another.
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When CIA acquired DNA of the second double, they compared it to Tippin's to verify he's not the one. Shouldn't they see from DNA right away that person is female?
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Instead of Dixon telling Sydney over their headsets that they've found her father, he tells someone else to tell her, which doesn't make much sense when he's communicating directly with her.
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Goof:
When Francie hands Will the ice cream, she mouths, "I got you your favorite", but you don't hear the audio. You can also see the line if closed captioning is on.