Continuity mistake: When Violet is leaving for New York, right before she says "I'm glad I know you George", the scene cuts. This is the same camera angle as before so the scene appears to be an edit splice. The jump cut is obvious. The reason for the rough edit is that a short sequence was cut where Violet asks George to run away with her to New York. It doesn't excuse the jump, but does help explain it.
Continuity mistake: On the day before Christmas, George is showing a couple guys the newspaper about Harry being decorated by the President. The paper goes from being folded in half to open depending on the angle.
Continuity mistake: At the beginning in the soda shop, the first little girl (Mary) is facing toward the camera, away from the other girl that comes in. When they start talking however in the next shot, both are facing outward.
Chosen answer: We know that Tilly (Matilda) Bailey is not Uncle Billy's daughter, because when Billy "loses" the deposit money and rushes back to BBB&L, George tells him that Harry's on the telephone and we hear Tilly say, "Hurry up Uncle Billy, long distance from Washington," so presumably she's George's cousin and Uncle Billy's niece. (When there's the run on the bank we see her desk, and there are a few photographs of men, one of which may be her father).
Super Grover ★