Adaptation Induced Plothole: In his fight with Alucard, Luke is shown to have a strong Healing Factor, surviving a head shot. However he is unable to regenerate his legs. In the manga this inconsistency could be explained by the fact that Casull inflicted the head shot, while his legs were shot off by Jackal. In the OVA, Jackal was the cause of all three wounds.
For those of you who do not know the names: he used a MUCH better gun for the leg shots in the manga, and a more standard one for the headshot.
Luke simply ran out of regeneration fuel. Alucard has hundreds of thousand souls to get life force from, hence the Healing Factor. Luke is a young vampire and probably hasn't killed a lot of humans yet. On top of that, he's an artificial vampire, and they all suck.
There was no headshot in the manga; he shot him in the stomach with the Casull, just like in the Anime. As for the wounds themselves, Seras' injury in the 7th OVA/Volume shows it's much easier to heal a bullet wound than a fully-severed limb, which may be the cause.
Rectified in the Blu-Ray rerelease, where Luke's initial injuries are now caused by the Casull.
In the 8th Volume of the manga, Alucard, in trying to kill Anderplant, never thinks to shoot him in the heart; in the OVA, he does. The problem: Anderplant and the nail regenerate the wound. This creates a Plot Hole because the next Volume/OVA features Alucard ripping his heart out by hand, something which won't make sense in the OVA because it would appear to be a regenerable wound.
Not necessarily. The regeneration power may be enough to fix a hole in the organ, but not enough to replace an organ that has been completely ripped out. Especially if the nail remains attached to the heart, rather than Anderson himself.
If you look at the bullet in the OVA, it is evident that it hit the nail, and is stopped by it, spinning in place and not hurting the heart itself.
Jossed: Taliesin Jaffe, the director of the dubs of the tv series and Ultimate, held onto the theory that the Major is actually Mars, the god of war (which would explain his motive). Said jossing was when Hirano showed him to actually be a cyborg.