Continuity mistake: At the end of the film the plane they are initially flying on is a typical passenger plane, but when the Muppets are thrown out, the plane is one used for skydiving.

The Great Muppet Caper (1981)
1 mistake - chronological order
Directed by: Jim Henson
Starring: Frank Oz, Jim Henson, Dave Goelz, Jerry Nelson
Kermit: But... Nicky, why are you doing this?
Nicky Holiday: Why am I doing this? Because I'm a villain. It's pure and simple.
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Answer: As shown in Nicky's office, him and the models are professionals, judging from the different tools that they are using and a map of the Mallory Gallery. All they would have to do is watch and wait for the dogs to leave a specific area, and they would be able to get in because of how quiet they were while Kermit and friends were caught because of how much noise Animal made while trying to eat through the bars.