So many, but let's start with firearms as I've been binging cop/drug/special agent shows lately and I'm grumpy
Bullets do not "spark" on impact.
Protagonist shoulder impacts - especially around the clavicle destroy the entire arm. It's done. If it nicks the deltoid, maybe...but a solid hit anywhere around the joint and it's game over.
Reloading. It's a thing
Hiding behind cars. Not a thing. Pistol rounds maybe. Rifle rounds, outside of the engine block, are passing through. Especially the doors.
Pistol accuracy - when did every cop, every criminal, and every agent learn to shoot their sidearm with the accuracy and efficacy of a tier 1 operator that spends tens of thousands of rounds a week in practice.
Suppressors. They are not "silencers", they are suppressors. And unless they are using sub-sonic ammo, and even that isn't "silent" it's still loud. Especially inside. A suppressed, sub-sonic .22lr is the only thing that comes close to "Hollywood quiet"
Vests - they can stop many pistol rounds, but you will often have cracked ribs and internal bleeding as a souvenir.
On to explosives
Grenades make a very loud "pop". There is no fireball. They don't take down buildings. It's not like a can of gasoline ignited.
Cars when they catch fire don't explode. They burn aggressively, but they don't explode like a 55 gallon drum of gasoline