Revealing mistake: Catwoman breaks into the department store to blow it up. She punches her fingers through a metal access panel to get to the gas lines. Look closely at the panel - the holes are already in place at the exact locations where she punches through, they're just covered with white paint or putty.
Revealing mistake: During the climax, when a rocket hits the "Arctic World" sign and explodes, subsequently causing the polar-bear statue to fall, look closely. The scale of the fire and smoke (particularly the smoke, which looks similar to cigarette-smoke size and not the enormous plumes that such an explosion would create), in addition to the unnatural movements of the alleged large "statue" reveal that this effect was achieved with a rather obvious miniature set.
Revealing mistake: When Batman is driving the Bat-boat, just after he dodges the two rockets the penguins launch at him, as the Bat-boat slams back down into the water in the background, the scale of the water-splash reveal that this effect was achieved using a miniature set and miniature Bat-boat model. The scale of the water splash, and the enormous "drops" that splash up give the effect away.
Revealing mistake: When The Penguin (character) is first introduced, feeding the other (real) penguins, watch closely. While some of the penguins are real, it's blatantly obvious that some of them (particularly the ones to the left of the screen when Penguin says "Hi") are animatronic puppets, as they have very unnatural neck movements and don't waddle around like the rest. A few shots later, when Penguin says, "I believe the word you're looking for is...", you can even see an animatronic penguin on the left side of the screen that is unnaturally leaning slightly forward, yet never falls, revealing it's a puppet that was mounted to the ground.
Revealing mistake: When the penguins launch the rockets/missiles in the end, watch carefully. In the second wideshot of the rockets launching (right after the bats begin to attack Danny DeVito), you can see two of the rockets hanging in midair, not moving. At the beginning of the shot, you can even see one of them spurting some fire. The rockets (attached to visible guided wires by the effects crew) got stuck in mid air right before the shot began, a few seconds before this second volley of rockets fire off.