Continuity mistake: The right handle plate on Homer's gun is fastened with two screws throughout the entire episode. But in the scene where he promises Marge to get rid of the gun and they hug in the kitchen, the gun is seen lying on the table with only one screw in the handle.
Continuity mistake: When the Home security seller is first seen, he steals an ashtray and a remote control off a speaker and turntable player both close to each other, When the shot changes the speaker and turntable player are much further away from each other.
Continuity mistake: At one point Marge says "no guns at the dinner table" and Homer says "you said the breakfast table", then Marge replies "it's the same table". In most episodes they eat dinner at a different table.
Other mistake: When Homer is muttering whilst walking up and down the home landing at night after being told he has to wait 5 days to receive his gun/license, Lisa being awoken by his muttering complains that it is 3am but her bedside clock shows 9.50/21.50. (00:06:55)
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