Rodeo Days - S4-E12
Continuity mistake: Near the beginning of the episode when the Hill's are having dinner, you can see Hank's glass in the first shot is to his left. Next shot it's to his right.
Rodeo Days - S4-E12
Continuity mistake: Whilst Bobby is first talking to the rodeo clown, the guy in the red shirt has some red paint under his nose. When the angle changes and shows both clowns the red paint has disappeared.






Answer: In addition to Brian Katcher's response: it's supposed to be a joke that Dale is always suspicious about conspiracy theories, mysteries, etc, but he is "clueless" about his own wife having an affair. Of course, as Brian wrote, many fans think that Dale is pretending to be clueless because he doesn't want Nancy to leave him.