Continuity mistake: In this episode Rose says her cat Fluffy died (as a lie) and Dorothy says "Rose, you've never had a cat, you're allergic." When Blanche and Rose first meet she is holding a cat named Mr. Peepers, and looking for a place she and the cat can live. Another episode she says she had a cat named Lindstrom Lindstrom.
Suggested correction: After first meeting Blanche at the supermarket, Rose gave Mr. Peepers to a boy there. Dorothy could actually mean that Rose has never owned a cat for as long as Dorothy has known her. Regarding the allergies, people can be allergic to some cats, but not others. Or they will choose to live with a cat despite the allergies.
In another episode, Rose mentions her dog Rusty saved the family cat from a fire so she definitely lived with a cat for longer.
The Days and Nights of Sophia Petrillo - S4-E2
Continuity mistake: Dorothy mentions that her Grandma, the mother of Sophia, died at 94 when Dorothy was 6. However, in the season 3 finale, there was an entire scene showing Sophia's mother visiting Sophia and Salvadore on Mother's Day, accompanied by young but certainly adult Dorothy.
Brother, Can You Spare That Jacket? - S4-E8
Continuity mistake: At the end of the episode, the girls regroup after looking for the winning scratch-off ticket and Blanche says she found it. At that moment, she is not holding her purse, however in the very next shot, after the priest enters the room, she's suddenly holding her purse again without the girls ever having moved from their spots.
Yes, We Have No Havanas - S4-E1
Continuity mistake: At Fidel's funeral, Sophia talks about him awakening feelings that she had not felt in 35 years. But earlier in the episode, Dorothy said that her father/Sophia's husband has been dead for 27 years. Also earlier, Sophia claimed to have showered with a man 22 years ago.