Continuity mistake: When Wallace and Davis are on the train heading for the club car, they bump the door to the stateroom where the Haynes' sisters are. In the morning when they are getting ready to disembark, the sisters are in sleeping berths, not the stateroom.
Continuity mistake: During the morning outside following the buttermilk scene in the inn where "Counting My Blessings" was sung, Bob arrives in a jeep to talk to the general. Bob shows him a hand bill for the upcoming show, which has a reddish top trim. He sits down with the hand bill on his leg in order to light a match for the general's cigarette. The hand bill falls to the ground. However, in the next shot, the hand bill is in Bob's right outside coat pocket with other papers (he may have done that after the previous shot to keep it from falling to the ground but it wasn't caught). (01:08:00)
Trivia: In the scene where Bing Crosby and Danny Kaye are escaping the club where the sisters are performing, you see Bing Crosby hail a cab. Notwithstanding that there happens to be a cab in the alley, but moreover, when Bing "whistles" you can hear that he wasn't able to do it. It comes out as a "flub" sound. Not really a mistake, but kinda funny.