Continuity mistake: When John Candy and Steve Martin are travelling from Jefferson City, Missouri to St. Louis they are seen crossing the Mississippi River to enter downtown St. Louis. This would not have been possible unless the bus driver overshot the entire city and ended up across the river in Illinois.
Revealing mistake: Near the end of the film, when Neal is on the final L train home, we see the train pull away from the station. When Neal returns to the station to find Del, the footage of the train leaving is played backwards - you can briefly see a man walking backwards at the top left of the screen.
Continuity mistake: When Steve Martin gets off of the train in Chicago near the very end of the movie to search for John Candy in the depot, the part of his hair is on the opposite side (left) from where it normally is. There is no apparent wind blowing his hair - it looks neatly parted on the "wrong" side. When he enters the depot, the part in his hair is back to the "correct" side.
Continuity mistake: In the beginning when Neal's boss is done looking at Neal's work and is about to state his opinion, we see him holding his glasses in his hand while stretching it out. When it cuts from behind him the glasses are no longer in his hand but he has them hanging from his mouth.
Revealing mistake: During the scene where Neal is trying to board his flight from New York to Chicago, the camera pans out to show a shot of the whole airport. But, you can see that the shot was taken in O'Hare airport, in Chicago, but he's supposed to be in New York at that point in the film.