Continuity mistake: When Fry and Leela get to the moon landing site, Leela climbs in the moonlander hatch with the oxygen tank to which Fry's oxygen hose is connected. The hose is visible as it leads in to the hatch. When Leela pops her head out the hatch, the hose is suddenly gone. Then in the next shot, it's back, but lying underneath the hatch.
Continuity mistake: When the spaceman is delivering the 'Planet Express' package, the colour of the rocket on the box changes from black to green. The same thing happens to the spaceman when he's picked up by the large bird - the logo on his backpack changes colour.
Continuity mistake: When Fry and Leela are walking on the planet's surface, they have shadows. When they are next seen, the shadows have disappeared. The shadow inconsistencies happen again later when the buggy's wheel falls off and they try to outrun nightfall.