Continuity mistake: When all the people who are plotting to murder Homer are talking about the reviews Homer had given them, the Japanise man says, "so why did you put yours in the window?" and you see the review. At the end of that scene, when they are all laughing, you see the building they are in, and it has nothing in the window.
Plot hole: In the last part of the episode, when Mr Burns is trying to convince Homer on his float to play a big prank, the timing is totally wrong. Firstly, Lisa sees the writing 'Happy Pranksgiving' on the side of Mr Burns' float way before it reaches her, and it takes Mr Burns ages to change into the Father Christmas outfit.
Continuity mistake: When Homer sits down in the movie theater, all the rows are completely full, including the row behind him. When he turns around to talk to Selma, the seats directly behind him are empty. Then, when Homer turns back to the screen, the Sea Captain and Dr. Hibbert appear sitting directly behind him.