Continuity: When Sly is in the attic, and the fake power dude comes up to kidnap him, Sly uses a ski to "hit him in the gonads". But if you look closely at his face, the guy who was hit in the nuts wasn't the same guy that fell down the stairs.
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Continuity: Every time Sly laughs, it sounds exactly the same, don't you think they could have recorded more than one laugh?
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Revealing: When Sly breaks the board you can tell it was already broken.
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Continuity: One scene shows the star baby making an escape from parents in his pram. To get there he dons a disguise of long coat, scarf and holds a big cigar. Each of these articles is clearly discarded, yet when the next shot shows the baby, he still has the cigar in his hand.
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Other: When Sly hypnotises the guy, he tells him to wiggle his tongue. He starts wiggling his tongue exactly when Sly says, "Wiggle."