Continuity mistake: When Marge is watching Homer's "Margarine" music video, the coffee in her cup keeps changing.
Continuity mistake: When Homer is in his mansion watching Weird Al's parody of his song, the trash on his floor (frappuccino cups, pizza boxes, etc.) keeps switching places.
Continuity mistake: During Sadgasm's first appearance, a girl with a green skirt, a red sleeveless shirt and grey hair moves from place to place during the "concert."
Continuity mistake: When Homer lights his albums on fire, he watches Weird Al doing a parody of his song. When it's over, the fire is gone and there are no ashes where it would be.
Continuity mistake: When Sadgasm is making their first appearance, Homer says, "We are Sadgasm," and there are a few students walking around, but when he says, "And this song is called 'Politically INcorrect'," there is a big crowd in front of them with no time to form one.
Continuity mistake: This episode rewrites the entire backstory of Marge and Homer. For starters, Lisa and Bart were both not born yet, despite the fact that in the episode "Lisa's First Word," the '84 Summer Olympic games were being broadcast, and Bart and Lisa were both there. In this episode, Homer and Marge were just dating, but again in "Lisa's First Word," they were married and living in their Evergreen Terrace house. Additionally, Maggie was born in the episode "And Maggie Makes Three." Homer also lost all his hair in that episode, yet in this episode in the early 90's he still has a full head of hair.
Continuity mistake: When Stefan starts crying at the football, Marge puts some music on and Homer's Sadgasm band appears on the radio. At this point, Stefan's wine glass is in front of the couch on the floor. Stefan then says he needs whale songs - Marge puts an "Oceans of the Sea" CD in the CD player and the wine glass in front of the couch suddenly vanishes.
Answer: I'm not sure if this is the one you're thinking of, but an episode of "Ray Bradbury Theatre," called "A Sound of Thunder," dealt with a similar matter: a group of hunters travel back in time to hunt dinosaurs, only to find things have changed when they get back because someone stepped on a butterfly.
Xofer