When inside Mephisto's realm, Jean Grey and Nightcrawler are both kept in cages and Blackheart informs the player that only one of the heroes can be saved, but the other hero will die. If the player chooses to save Jean Grey, then Nightcrawler will fall into the pit, and for a short while aid Mephisto before sacrificing himself. Also, Nightcrawler can never leave Mephisto's realm. After the game is over, one of the cut scenes will say that Mystique, upset over the death of Nightcrawler, kills Professor Xavier. When it shows Professor Xavier's tombstone, Nightcrawler is seen standing next to it.
When in Stark Tower, if you have Deadpool in your team, the receptionist will say still something about Deadpool being seen in the weapon's lab last, but that would be impossible as Deadpool was in your team all the time, so he couldn't have gone to the weapon's lab in the first place.