As Long As We're Together (1) - S5-E1
Factual error: The start of season 5 took place in 1881 (the year Mary first went to the blind school). In 1881, Grace (born in 1877) would have been around 4 years old by then, but she is shown as a baby in the series.
Welcome To Olesonville - S9-E3
Continuity mistake: Mrs Olsen cleans up the old Hansen house to sell, however it was made the blind school years back and burned down, killing Mary's baby and Alice Garvey.
Laura: I hate that Nellie Oleson.
Caroline: Laura! Don't say "hate" - don't even think "hate"! I'm sure Nellie has her good qualities somewhere.
Charles: Your ma's right, half-pint. Now on the way home, we'll try and think of some.
The Voice of Tinker Jones - S1-E11
Trivia: Sean Penn is in this episode, albeit with no lines, always wearing the same blue shirt. His father directed this episode.