Other mistake: Early in the film, Valerie Barksdale (Hillary Swank) visits Annie Wilson (Cate Blanchett) for a psychic reading. Valerie has been severely beaten by her husband, and her badly black and blue eye is swollen shut. A day or two later she visits Annie again. Amazingly her eye appears to have completely healed, even though the other marks on her face are still visible.
Continuity mistake: In the scene where Annie and her children are getting in the car after church, she is wearing a dress but no sweater. When her friend comes over to tell her about Jessica's disappearance Annie is wearing a sweater over top of the dress. When she is turning to get in the car she is holding the sweater in her hand. Once she is in the car she is wearing the sweater again.
Continuity mistake: At one point in the courtroom scene, the lawyer puts a dollar bill on the stand, then it cuts away and it's gone. A few seconds later and its back again.
Continuity mistake: At one point, the woman goes into her son's room and picks a book up. Then it cuts to a different angle as she walks out and she doesn't have it any more.
Other mistake: When Buddy has his father tied up in the backyard, he has a strap in his hand and starts to whip Annie with it when she goes near him. He tells her to get away, that's what we hear, but when he is lashing out at her his mouth is open and he doesn't mouth anything.
Continuity mistake: At the beginning of the film Cate Blanchet's hair is swept to the right with a barette. The camera focuses on something else, and when it comes back to her her hair and barrette are on the left side of her head.