Revealing mistake: At the dinner table Homer says something like "as you know it's always been my lifelong ambition to be a blackjack dealer." During this line, for some reason they appear to have used a clip from an older episode (Season 3 / Episode 3 - When Flanders Failed) and dubbed the line over. For one thing, the animation is of a much lower standard than the rest of the episode. And perhaps even more telling, when he says it, he is holding a fork with some food on it, but from the earlier shots we know there is no food in front of him.
Continuity mistake: When Maggie (sitting on Marge) appears on "Tyrano-Vision," Homer waves his hand in front of her. However, we can see that he isn't leaning over too far, and in the next shot it is clear that both Bart and Lisa are sitting between Homer and Marge, so there is no way he could have reached over to her in the first place.
Continuity mistake: In "Wiz Kids", Bart stabs Montymort in his shin which is open (i.e. not covered by what he's wearing). Only a little blood pours out. Then Monty raises his shin into shot and there is not only a puncture in the leg of his clothing, but the wound is covered in blood. When he falls, and Slithers eats him moments later, there is no damage at all.
Character mistake: In the scene where the imposter Krusty is robbing the Kwik-e-mart, Krusty's hair is blueish green just like the real Krusty, but when Homer is describing the robber he says the the crook has red hair. This is so you have more clues on who the real impostor is. The imposter Krusty is really Sideshow-Bob who has red hair.
Continuity mistake: The man conducting the tour of the box factory tells the children that they will not be able to see a finished box, as the boxes are assembled in a separate location. However, moments earlier we saw a flat box going through a machine, and coming out finished.