When Theon kills Myranda and he and Sansa escape Winterfell, Sansa's gloves disappear in several shots only for them to appear again seconds later, although it is a fast-paced scene with no intervals.
As Theon helps Sansa escape, and they jump off the wall into the snowbank, previously mutilated Theon has all of his fingers again.
Daenerys was wearing a white ensemble and cloak during the attack by the Harpys at the stadium (5-9). After Drogon rescues her and they stop, she's shown to be wearing a pale blue outfit that has been dirtied by travel (5-10).
The gunk on Cersei's body during the "walk of atonement" visibly changes between shots (from the right clavicle to right deltoid and back again, for example). The changes often occur between faraway and close-up shots, because the faraway shots are actually the body of Rebecca Van Cleave, with Lena Headey's face very obviously CGI'ed over hers, whereas the closeup shots are Headey.