Continuity mistake: When Ben Stiller throws Owen Wilson over the wall you can see that Owen would land close to, and parallel, to the wall on the other side. A few seconds later Ben jumps over and from his direction you can see Owen is now perpendicular to the wall. It is unlikely Owen would have taken the time to rearrange himself after a 6 foot drop.
Continuity mistake: Margot is in Richie's tent in the Tenenbaum house. She drops a needle on a vinyl LP at the start of a track, about 2/3 way into the disc. This track plays throughout the scene, and when the song ends, this visibly coincides with the end of the track (on the disc). However, after the change of camera angle (which enables one to see the individual tracks on the LP), the track playing is only the second track on the disc: ie starting less than a third of the way into the disc.