Continuity mistake: In the Day O scene. Lydia is sitting at the table next to her father. When the possession takes place, Lydia is not longer at the table and in a brief moment is seen in the corner hiding, laughing behind her chair. The camera closes in on the song and dance, and when pulls it back Lydia and her chair are gone and the corner is empty.
Visible crew/equipment: There is a unknown 3rd person helping Charles and Otho remove the model from the attic. You can see him briefly just as the scene ends on the left side of the screen moving the front portion of the model, closest to the camera, between us and Charles. Charles and Otho would be hard put to move that entire model by themselves. Otho says it is sectional, but they still seem to move the entire model in one piece.
Continuity mistake: Adam picks up his head from the table and puts it back on. In the following shots the blood around the neck and head has disappeared.
Continuity mistake: At the start, when Adam drives to the store a fireman is cleaning the right side of the fire truck. A shot later he's now cleaning the front part. Also, when he exits the store the two firemen swap places between shots.
Continuity mistake: As Barbara recoils after getting hit with the steel plate over her mouth, she starts to move back just before, and repeats the move just after, it appears.
Continuity mistake: When Beetlejuice is screaming at Barbara and Adam, he kicks over the model tree. As he does, his hands are close to his sides. In the closer shot, they're a bit further out from his sides in preparation of the crotch grabbing joke.
Answer: Italy is the center of the Roman Catholic Church, which includes exorcisms as a real-life ritual. Presumably, ghosts in Italy are at greater risk of encountering trouble in Italy because of this reason.