Another for the entire trilogy: They're each retelling the same story. The first movie shows the events as they actually happen, the second has them evolve into a local urban legend, and the third as national folklore. This would explain the recurring actors, the motifs changing characters, and the progressively more over the top storylines.
He was surprised at the reaction to the character, thinking it was only a small supporting role, but one of his siblings saw it and said "no, you're in the whole thing."
Fridge Brilliance: Barillo's piano teacher explains to him that if one's soul is pure, music flows clearly from it. And if it isn't? You have to practice a shit ton. One can infer from El Mariachi's beautiful guitar playing that his soul is either very pure... or he just practices all the time.
Fridge Logic: We know from Sands' conversations on the phones that his contact was unwilling or unable to get the weapons that his people would need to stop Marquez's coup. So where do the townspeople get all that heavy weaponry from? Either they were able to get that kind of firepower on their own, or else Sands' contact came through for him after all.
Special Effects Failure: Most of the effects are very good...which only makes it sadder that the CG blood is so obvious.
What an Idiot: Many characters are guilty of holding the Idiot Ball over the course of this film, most egregiously Ajedrez. She leaves Sands alive to wander the streets of Mexico City, albeit blind, then when they meet again she fails to notice that he is using his fake arm, allowing him to shoot her.