In the Ki-67, there is a transparency issue with the bomb bay. If you look at your cockpit with external view, and place the bomb bay doors between the cockpit and you, the instruments will still be visible. This only happens in the lead bomber (btw I noticed this with default skins, but didn't try any custom skins).
In the indestructible hangar on airbases, if you look at it from above, using F3 or F5 view, you may see objects inside the hangar through the roof. This doesn't always happen, but I have seen it multiple times.
Also, when you're flying low over a hill, and over hangars (I've never tried specifically to reproduce this, so I don't know too many specifics), you will see your shadow appear to be being projected onto a flat surface below you. I think this surface is usually at the same height as the highest point on the hangar/hill, but this is just a guess.
In the guns on the destroyers (I think it is the 40mms, or perhaps the 20mms - all I know is this is not on the 5" guns), from some angles and some zoom settings it will appear as if the guns and their mounts are floating in midair, however most of the time whatever they're mounted on is visible. I know I have screenshots of this on another computer, so I'll try and dig them out.
I'm not at all sure about the details of this one, but I remember seeing fighter hangars having transparency issues, where you would see the outline (?) of aircraft inside from an overhead plane.
Sorry for straying off the topic of planes a bit...
<S>
Yossarian