Other mistake: At the end of the movie, when Wallace says: "Well done, we did it!" one of the train wheels moves.
Other mistake: During the train chase Wallace steps onto the train track that's going to the left on-screen, then he goes to the right as if the train is going the opposite direction on the track.
Continuity mistake: After Gromit runs away he starts looking at signs. In one shot, a blue sign goes over the one Gromit is reading (Room to Let), but in the next shot it's not. (00:12:20)
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Answer: It was added at the edit. During the animation, the animators just made little sprinkles on the characters so it would look like the rain actually hit them.