Continuity mistake: Count Olaf enters the bedroom with a knife and says "Oh orphans! [Beat.] Our ship awaits." A few minutes later when we see the same event from another direction, there's no pause, and the delivery is noticeably different, more "oh orphans, our ship awaits." (00:19:45 - 00:23:20)
Continuity mistake: When Olaf is standing at that secretary's desk, he reads the calendar and says his name is "haircut." The secretary and the top of her desk are shown several times and in most of the shots, the calendar is visible near the secretary's left arm. However, in at least one of those shots, the calendar vanishes.