Other mistake: In the aerial shots of the semis being driven in the mall parking lot, the zombies are milling about. Notice they have left a path just clear enough for the truck. (01:02:40)
Other mistake: At the small airport after the heroes flee Philly, Peter walks into the office and is startled by a sound beyond the door. Thinking it is a zombie, he begins to fill the door with holes, about five of them. On the last shot, the door merely chips and does not leave a bullet hole. This can only be seen in the DVD version. (00:25:00)
Other mistake: During the truck scene, when zombies attack Roger the first time, as Peter shoots the zombie that Roger is fighting, he supports his M16 from its carrying handle, thus blocking the rear sight (which is located in said handle). He does this in several scenes throughout the movie, but in the truck scene accuracy is crucial.
Other mistake: On the initial trip to Penneys in the Mall, a zombie manages to get through the door. After Peter closes the door Roger shoots the zombie, the bullet goes through his head as the exit blood spatter suggests, but there's no entry wound.
Answer: One of the cops that was with Joe Plato (how much you have seen of them will depend on which version of the movie you, but I HIGHLY recommend the fan made/edited 'Extended Mall Hours' cut on YouTube) asked them for cigarettes. You'll notice that Roger and Fran lit up cigarettes as they were taking off, that's what Roger was laughing at.