Continuity mistake: When Mary and Harry are talking about the "Bull-Shit" there is a shot of Mary close up where she is laughing and smiling. Look behind her and you will see a woman in a black and gold glittery dress walk past. Then when the shot changes to both Mary and Harry together the woman is instantly 3 or 4 feet in front of where she was and seems to be engaged in a conversation with someone else already - instantly. (01:06:50)
Continuity mistake: The film appears to begin in the summer. Look at the outside shots in Rhode Island when either Harry or Lloyd are driving; green grass and many leaves on the trees. As they travel further west the landscape appears to be fall. Then finally in Colorado it appears to be the dead of winter.
Factual error: When Lloyd drops Mary off at the airport, he watches her leave and then hits a parked car, inflating the airbag. First, the Cadillac Brougham Lloyd is driving was never available with a driver-side airbag, and secondly airbags are not designed to inflate after such a low-speed impact.
Other mistake: In the scene where Lloyd hears footsteps approaching his bathroom stall, he locks the door so that Sea Bass can't enter without forcing it open, as seen in the following shots. But if you look closely at the space between the partitions as Lloyd turns the locking handle, you can see how the bolt moves only halfway between the door and frame thus never actually locking. (00:48:05)
Continuity mistake: When Lloyd is driving Mary to the airport, at one point he says "What's the matter, nervous about the flight?" When he says this look at the white van in the rear window, it's right up next to the limo. However when the shot cuts to Mary it's already several meters behind them despite the very slow movement the limo has made. (00:04:30)
Character mistake: When Lloyd is reading the paper about Mary, he doesn't know the word "The." But earlier in the movie, he reads the word "Samsonite" on the case and the message in the restroom from sea bass, and later on he reads the newspaper article as he leaves the bar.
Other mistake: On the subtitles for the UK "Uncut" DVD (I'm not sure if this applies to other "Unrated/Uncut" DVDs), the subtitles mix up the character names during one shot. As Lloyd goes in the wrong direction, the film cuts to a shot from behind the pair. Harry says that he "expected the Rocky mountains to be a little rockier than this." The subtitles incorrectly state that this line was said by Lloyd. Lloyd's response that "John Denver is full of shit" is also incorrectly attributed to the wrong character; the subtitles say Harry said that.