Factual error: During the final scene of this episode, Sheldon steps out of his office wearing a gas mask and engages Leonard in conversation where he then states he is making hydrogen sulphide gas (more commonly known as H2S). Leonard correctly identifies this as highly flammable. However, this gas is far more dangerous and is harmful to the human body at as low a concentration as 20 parts per million (ppm), can cause permanent damage at 100ppm and is fatal after two breaths at 500ppm. So for Raj (and his bird) to be completely unharmed in a high concentration of H2S (noted by the fire) is impossible.
Factual error: The proposition that danishes wouldn't exist if Kopenhagen were flooded is wrong, because danishes were invented in Vienna. They are called danish in English-speaking countries because they're very popular in Denmark. The Danish word for this pastry actually translates to "Viennese bread."
Continuity mistake: When the girls take Sheldon out dancing, he mentions that he considers himself a proficient dancer due to his Cotillion training when he was a boy. But in S1E7 The Dumpling Paradox, when Leonard suggests that they could have gone dancing with the girls, Sheldon said that nobody in the group - including him - could dance.
Other mistake: When Sheldon and Leonard are playing Archery on Wii Sports Resort, Sheldon presses the Z button on the nunchuck controller to fire the arrow, which is incorrect. When Leonard plays, he holds the Z button as he prepares to fire, then releases the Z button to fire, which is the correct controls.
Continuity mistake: When Sheldon and Raj are arguing about having a desk in Sheldon's office, Sheldon's bottle of water keeps rotating without anyone touching it - take note of the label. The level of water in Sheldon's drink also keeps changing between shots.