Continuity mistake: Watch when Sledge swings down from the balcony. In one quick shot, we see that there are two zombies in front of the store "Carlton's." When the shot changes to show Sledge landing, a third zombie has appeared from nowhere.
Continuity mistake: Immediately after the three men close the first door, when they are driving away Flyboy can be seen in the trunk aiming a handgun. It cuts to his face and he's holding a radio, talking to Fran. (01:18:10)
Continuity mistake: When the raiders enter the mall you see Blades (Tom Savini) enter the mall and run around, although when it shows the bikers outside the mall Blades is sitting on top of the red van. (01:46:30 - 01:47:30)
Continuity mistake: When Peter has just killed the child zombies and another with a messed face is in the doorway, we see Steven outside aiming a rifle and it is cloudy, dreary weather. Peter dives out the way and lands by a window and we see that it is now pitch black, then Roger steps in and shoots the zombie from outside and it's only just overcast.
Continuity mistake: Just after the raiders manage to get into the mall, one raider uses his sledgehammer to knock a zombie wearing a black t-shirt off his feet. 5 seconds later, the same zombie can be seen walking past the same raider.
Continuity mistake: At the end of the movie when Peter is running to the helicopter it changes from night to day in an instant.
Continuity mistake: When Peter and Roger enter the Penney's store, Peter throws his M16 and the keys inside the store before he starts to close the door, yet Peter's rifle (Roger is holding his M16) can be seen propped against the wall outside the door twice in the following shots.
Continuity mistake: When the bikers are stealing the zombie's wallet notice Blades in the background cheering his buddy on while just standing next to a zombie. (01:48:30)
Continuity mistake: In the scene right after Francine is attacked by a Hare Krishna zombie, they are sitting, drinking and watching TV. When Roger is about to throw the bottle to Peter, he is sitting down, in the next shot after Peter gets the bottle, he is standing up and about to sit down.
Answer: One of the cops that was with Joe Plato (how much you have seen of them will depend on which version of the movie you, but I HIGHLY recommend the fan made/edited 'Extended Mall Hours' cut on YouTube) asked them for cigarettes. You'll notice that Roger and Fran lit up cigarettes as they were taking off, that's what Roger was laughing at.