Continuity mistake: In "Longest Monday" at one point in the episode, Arnold and Gerald run off of a bus and down an alley. Two fifth graders come chasing after them. In the next scene, you see Arnold and Gerald hiding in the sewer under the 5th graders. Arnold then crawls through a very narrow tube, and Gerald follows. You then see the end of the tube and Gerald come out of the it first, and Arnold climbs out last. It would be impossible for Arnold and Gerald to switch places inside the tube because it was way too narrow.
Continuity mistake: In the Eugene's Bike episode, when Arnold has to tie his shoe, he sets his books down on a bike in a bike rack. This causes the bike to tip over and makes all the other bikes in the rack to fall down. Eugene's bike falls into the middle of the street and get ran over. When Eugene finds out his bike is destroyed, he looks at Arnold and yells. Right after this you get a good look at the bike rack. You'll notice there are no bikes in or around the bike rack.