Other mistake: Look closely at the dead trooper's closed eyes. You'll notice during the length of the shot that his closed eyes move. Fast forward to make this more obvious.
Factual error: Several times during the highway scenes if you look closely you can see that some of the cars and trucks are early 90s models even though it's supposed to be 1986 or 1987.
Visible crew/equipment: When William H. Macy drives past the parking garage security guard, who has just been killed by Steve Buscemi, in the shot of Macy's car moving across the screen you can see a crew member holding equipment reflected in the car window.
Continuity mistake: During the night scene when the cop is shot, the cigarette in Peter Stormare's mouth switches between being long and nearly consumed.
Factual error: This film takes place in 1987, but when Norm Gunderson is talking to Marge about his paintings, he mentions a 29 cent stamp. 29 cent stamps weren't introduced until 1991.
Continuity mistake: In the scene when Jean is having a talk with Scotty about his grades and not wanting him to go out for hockey, the phone rings and the camera focuses on Jean and the phone. The microwave clock behind her reads 10:44. Jerry then enters the scene to talk on the phone and the shot reverts to Scotty shouting the obscenity then back to Jerry and the microwave clock now reads 7:43. The shot moves back to Scotty with him shaking his head and then back to Jerry where the microwave clock now reads 11:05.
Plot hole: When Jerry thinks the investment he has proposed to Wade will work out, he tells Shep he may not need the help of the two kidnappers he put him in touch with. Shep then tells Jerry that he only put him in touch with, and vouched for, one of the kidnappers: Gaear. He makes it very clear that he has never heard of and does not vouch for Carl Showalter. However, at the beginning of the movie, Carl specifically mentioned Shep, saying "Shep didn't tell us much..." etc.) And when Shep is told by Marge that involvement in the kidnapping/murders could put him back in Stillwater, he knows exactly where to find Carl to give him a thorough beating. When he shows up, Carl even recognizes him ("Shep, what the Hell are you doing, I'm banging that girl.") Shep obviously knew Carl, and had no reason to hide it from Jerry, as Gaear was the more dangerous of the two.
Continuity mistake: When Carl comes back from the ransom collecting and quarrels with his partner, the Esmeralda mug on the tray keeps changing position during the scene (watch the Esmeralda image and the ear of the mug).
Continuity mistake: When Margie is in Jerry's office for the second time and Jerry rushes out to "count the stock", Margie looks at his wife's photo and it seems the photo is just in front of her as she doesn't turn around. When Jerry flees and she stands up, we see the photo is just behind her, under one of the golf player statues.
Continuity mistake: When Margie visits Jerry for the first time, her scarf changes position from shot to shot.
Continuity mistake: When Margie and her husband have lunch in Margie's office, the bag of nightcrawlers on the table changes position several times during the scene.
Continuity mistake: In the opening scene when Jerry talks to the two kidnappers, the beer bottles on the table keep changing their position.
Continuity mistake: After the one guy shoots the cop, a blue Ford passes them. So the bad guy goes after them to find that the Ford flipped over. He stops then puts the Oldsmobile in reverse. Just before the car stops you can see that the taillights are from a 1989 or 1990 model. The film is set in 1986 or 1987.
Continuity mistake: When driving from Brainerd to Mpls, the bad guys are seen driving north on I35...which means they passed the cities on the drive back from Brainerd.
Factual error: Per the opening credits, the movie is set in 1987, but when Carl leaves the airport parking garage, the billboard in front of him shows Northwest's "Bowling Shoe" livery which was not introduced until 1989.
Continuity mistake: When Margie eats lunch with her husband in the office, the hamburger she holds is alternatively untouched and bitten. This is the most evident when she talks to her colleague about the car.