Continuity mistake: After the aliens have dropped off the Simpsons in their back yard, Marge is seen wearing her usual red pearls. Except in the final shot of the family. Then her pearls are white. This is not due to the alien light source altering the colors in the segment, because Marge's pearls have been a dark color through the whole episode, even inside the alien spaceship.
Continuity mistake: When the children are sleeping in the canteen at school, Bart is resting his head on a red sweater. In the close up of him and Lisa, the sweater has now turned dark green. It's not because of the dark that we see it like that because there is a bit of light at the beginning of the next shot and we see the jumper to be dark green.
Continuity mistake: When Marge is reading the books on death sports the police arrive and she turns around, you can see the two posts with the round balls on top with no words on it. But when Marge starts walking towards the police station it says "Police" on the balls and the post changes size. Also the door to the police station changes from brown to blue to clear glass and back to blue during the scene.
Continuity mistake: While Bart starts the I.Q. quiz and is reading it out loud, his teacher says "Shh. Visualize it Bart." While this happens if you look in the background you can see the alphabet line. It starts out Tt Uu Vv Ww, then Bart's teacher blocks out some, then you see the letter T again.
Continuity mistake: After Homer dodges the cannonball near the end of the episode, the blue platform that he stood on goes further away from the edge of the stage between shots, and when Homer hugs Marge the platform has disappeared and Peter Frampton's cooler has become closer to Homer.