Continuity mistake: When Mary-Kate and Ashley are near the museum, the camera shows the museum from the outside. You see one of the thieves start to run out. Then it goes inside the museum and the guys are stealing the jewel. Then it shows the museum from the outside again and it shows the guy running out just like he had before.
Continuity mistake: When they have a "break" and have a party, they throw confetti up in the air. When they come back to reality and hear that they are to be moved to another location, one of them still has confetti on their shoulder even though it only existed in their "fantasy".