Other mistake: In the opening scene as Phil is walking from the blue screen to the desk, a clock is visible over the top of the camera and it reads either 12:20 or 1:20 (the hour hand is too motion blurred to tell which). The broadcast is supposed to be at 5pm. (00:01:40)
Continuity mistake: In the opening scene Phil is doing a weather report and is wearing a wireless mic on his vest. When they go off-air he jumps up and two seconds later the wireless mic is gone, neither on his vest or in his hands. Taking off both the mic and the transmitter would take longer than two seconds. (00:02:30)
Factual error: Phil departs from the office right after the 5pm news. Punxsutawney is over 90 minutes' drive from Pittsburgh. The sunset in Punxsutawney in early February is about 5.30pm, so by the time they get there it should be completely dark. But it's bright daylight, without even a hint of twilight. (00:05:45)
Continuity mistake: When Ned first calls out to Phil, the Gift Shoppe store behind him has a sign in the display window saying "OPEN SUNDAYS 12 to 4", and a white poster in the door window. The remaining three times Ned calls out to Phil with that background, the Open Sunday sign is gone, and the poster in the door has changed to a smaller red sign. Also, vehicle positions have changed slightly, and the black truck's tire sidewall on the left changes position between first and remaining scenes. (00:10:20 - 00:21:25)
Continuity mistake: When Phil first meets Ned, right as he asks 'Did you turn pro with that belly button thing' there's a close shot of Phil where a man with a yellow hat and red collar walks behind him. In the very next shot, we can see the same man approaching from further down the street, then passing behind Phil again. (00:10:40)
Continuity mistake: When Phil comes around the corner, just before meeting Ned, there are two women walking together in the background. The one in blue is holding a yellow sign upside down that says Phil (the groundhog, not the character). The first 3 days in a row they are together as they should be. On the fourth day and every day thereafter the woman in blue is by herself which does not follow the exact day sequences. (00:21:25 - 00:35:25)
Continuity mistake: On Day 2, Phil makes a cup of coffee before leaving the hotel. He carries it out of the hotel in his bare hand. When he comes out of the hotel he has his gloves on. (00:24:15)
Continuity mistake: A green BIC lighter can be seen standing on end to the right of Phil's plate in the diner, between the plate of flapjacks and plate of eggs. In the next shot, in which Phil drinks directly from the coffee pot, the lighter has vanished. (00:35:10)
Continuity mistake: When the truck goes off the cliff in the quarry, we see it falling in a close shot, then it changes to a wider shot, except the driver's side mirror in the close shot is folded out, while in the wider shot it is folded in. The powder on the tires is also different. (01:03:20)
Visible crew/equipment: After Phil drives the truck off the cliff, and it explodes in a burst of flames, there is a shot of Andie MacDowell and Chris Elliot staring in shock at the disaster. The two actors are bathed in an orange glow supposedly coming from the flaming wreckage. But in the lens of the TV camera Elliot is holding, there is a noticeable reflection of the lighting equipment used to create the glow effect on the actors. (01:04:15)
Audio problem: When Phil is building his final snowman, Rita says, "Why can't I look?" but her mouth does not move. (01:32:50)
Deliberate mistake: When Phil wakes up at 6 AM, it's already bright outside. At 6 AM in February, it would still be pitch-dark.
Continuity mistake: When Phil has the groundhog in the truck at the quarry and is about to drive over the edge, Rita's hair is disheveled and sticking out all around her head. But after Phil has driven off the cliff and she's looking down, it's all pinned neatly in place.
Revealing mistake: When Phil drives the truck off the cliff, you can see right through the grill of the truck (meaning there is no radiator or engine), and the transmission is also missing, as you can see when the truck is falling upside down. Without an engine or transmission it would be hard to drive off a cliff.
Visible crew/equipment: When Bill Murray first meets Ned Ryerson, there is a reflection of the film crew very briefly in the shop window behind them.
Continuity mistake: When Phil is playing the piano at the party, he is wearing a pair of RayBan Wayfarer sunglasses. When he takes them off and sets them on the piano, they have turned into RayBan Baloramas.
Continuity mistake: When Phil looks out the window on the first Groundhog Day, he sees the right-turning truck outside the window just as the radio people shout "Groundhog Day", but on the first repeat of the day, the same scene outside the window occurs only after this exclamation is made. It couldn't be altered by him because he had just woken up.
Continuity mistake: In the shot where Phil, Gus and Ralph exit the bowling alley, Gus is having trouble putting on his coat and leaves his tee shirt exposed in the back. After he takes Ralph's keys, he walks away from the camera, his jacket is straight and his shirt pulled down.
Revealing mistake: When Phil escapes the police with his drunk friends in the car, their stunt doubles' different faces are visible as they start driving on the tracks.
Continuity mistake: The second time Phil and Rita are building a snowman, the snowman's head is a different size and shape in the wide shot, the reverse shot, and the closeup. (This mistake occurs in a single day, it is NOT about the difference between different days.)
Chosen answer: As you stated, it's never addressed as to whether or not he attempted to leave town. Phil lived through many more days than is shown in the film, so it's possible he left at some point, though there's little reason for him to do so because he wouldn't get far, and, when he wakes up the next morning, he'll be right back in the town.
raywest ★