Continuity mistake: When the Simpsons first see Artie Ziff in the attic, as he stands up, there's a theremin behind him (corresponding with Homer's comment that the "ghost" was playing his theremin). Artie puts a sign up above it. However, when Artie moves to the rafters, the sign he put up is still there, but the theremin isn't.Moose
Continuity mistake: The location of the comet in the sky changes direction at several points. Whilst it's apparent size and altitude will of course change, the direction it is coming from cannot. As an example, it is seen looming over the power plant towers, but when Ned is on the hill, it's no longer there.David Mercier
Continuity mistake: When Mr. Burns pushes the child on the swings, he somehow manages to defy the laws of physics. When he pushes the child forward for the last time, he swings forward, then back, hitting Mr. Burns in the head. He then swings forward again, hitting Mr. Burns from behind. Mr Burns starts saying "You've won this round..." and the child then hits Mr. Burns from behind again. In order for this to happen, he would have to go completely around between the second and third hits and you clearly see he doesn't.