Revealing mistake: Before the Thanksgiving dinner the air is full of seeds which are supposed to be carried here from far-away meadows. However, all seeds fall down absolutely vertically like light snow in calm air, and there is no hint of the wind that blew them here. Plus, when the people sit down for dinner the seeds disappear between shots.
Continuity mistake: After Grace has been accepted to stay at Dogville, Tom, the keen observer of the townfolk, takes her around and gives her some background information about all the people who live there. Grace learns that Ben pays a visit to the whorehouse once a month, but later, when he rapes her on the apple truck he tells her that he goes there once a week.