A really minor pet peeve of mine is how the guns changed from actual real guns (like the XM16A1 and the AK-47) in MGS3 and Peace Walker, then to AKA47's in Ground Zeroes (like the MRS rifle or the Delta-114), then to real guns again in MGS1, 2, and 4. It's inconsequential, but when a great deal of your series is gun research (like how BB's favored pistol is the M1911, or SS's favored pistol is the SOCOM or whatever) it sorta breaks the immersion a bit.
Like I said, it's really minor nit picking, but in a game all about minor details it's something that stands out to me.