Continuity mistake: When Satine is dancing with Christian in the first Moulin Rouge scene, her pink feather dress's straps are very thin. But when Chocolat sets her down backstage after she has fainted, her straps are much thicker and are more intricate. This is mentioned on the DVD - the later scene was filmed first, and changes had to be made to the dress in order for Nicole Kidman to dance around in it. (00:19:40 - 00:21:30)
Continuity mistake: Just before the end, Telouse is dressed as the Sitar and is shot up into the catwalk holding a bottle of wine. He wants to warn Christian about the assassin and starts to walk through the catwalk. There are times when he is holding onto the bottle and there are times when no bottle is present.
Deliberate mistake: During the finale, the backround looks like a sunset and there is a big door in the back. Watch closely and all of a sudden from one camera angle to the next (it's right after the big puff of smoke), the background changes to an elaborate background of layers of hearts, the door is gone, and there are about 60 more extras onstage. During the DVD Baz explains that they filmed the scene with both backgrounds and it just so happened that the beginning was better with one and the end was better with the other, so they put the puff of smoke in there to distract the audience so that they wouldn't see the change.
Continuity mistake: When Satine grabs the Duke's legs in the Red Room, she is on her knees and you can see she is not wearing any shoes for about 1 second in the frame. Then she stands up and is therefore about the same height as the Duke. But before and after this scene she is wearing high heels.
Factual error: After Zidler tells Satine that she is dying, he is seen walking up a stairway past some sewing women. In an overview of the stairs, a stage light to the left has about a dozen or so frosted light bulbs in it. Frosted, tungsten light bulbs were not invented until the mid-to-late 1920s. Any electric light in 1900 would have had clear, carbon-filament bulbs. And no, those are not glass shades over the bulbs.
Continuity mistake: In the 'Come What May' sequence in the theater, in some shots, after Nini tells the Duke about Satine and Christian, the other dancers are sitting in chairs and there is a giant pile of chairs that the stage crew is setting up. But when the Duke says he doesn't like the ending, there are no chairs, no dancers, and no stage crew.
Continuity mistake: At the end of 'Come What May' during the play, in the shot where Toulouse is hanging from the piece of wood, he is supposed to fall off and grab a rope and swing. In the shot, however, he falls straight down, off the screen, and then he is magically back in the shot and swinging off a rope. (01:50:50)
Continuity mistake: When Nicole Kidman is singing "Diamonds...etc" on stage, just after she coughs there is a shot of 'the maharaja' turning to look at 'the duke'. Then it cuts to a wide shot of the stage and 'the maharaja' is facing Kidman - check out his turban in the center of the screen at the bottom. It cuts back and forth like this for a few shots. (01:36:40)
Continuity mistake: During the Elephant Love Medly, Satine and Christian are walking back into the Elephant. Before Christian walks into the Elephant, his hair is visibly messed up and hanging into his eyes. When he walks into the Elephant, his hair is combed back and perfect. Another shot later his hair is in his eyes again.