Corrected entry: When Ralphie goes to see Santa at Higbee's. They are on the street level when they are watching the parade. Then they go up an escalator to the very same street level where they once were. Also later in the scene Santa was telling one of the elves "if Mr.Higbee was thinking that was going to work any later than 9" Now Edwin Converse Higbee (The founder of Higbee's) died in 1906,over 24 years before the Higbee's store that they were at was finished (1931).
johnp
17th Feb 2010
Correction: This should be submitted as two separate mistakes. Also, there is a cut between the end of the parade and when we see them come up the escalator. We have no idea what they did in between.