In the last scene, where Paul and Chani are walking off into the desert, the two moons of Arrakis are shown just above the horizon next to each other. One moon is in its crescent phase while the other is full. This is physically impossible as the same sun shines upon both moons, and as they are in the same part of the sky, they will both be in the same phase.
When Paul is in a catatonic state after taking the Water of Life, you can see the electric wires of the glow-globes.
When Feyd and the Baron first visit the Imperial palace, the track propelling the platform that simulates the Baron's hovering effect is visible in the overhead shot.