Continuity mistake: When Zuko goes inside Sokka's tent to talk to him, Sokka is lying on the floor, but in the next shot, he is a few inches forward from where he was last. (00:07:24)
Continuity mistake: When Katara is sitting on the dock at the end, she is wearing her blue gloves on her hands, but then when she stands up and walks over to Aang, she is not. (00:22:26 - 00:22:52)
Continuity mistake: When Katara goes to hug Zuko at the end, she is not wearing gloves on either of her hands, but then a glove appears on her left hand mid-shot, and her right hand also has one once she puts her arms around Zuko. (00:23:04)
Answer: The pirates are from the episodes "The Waterbending Scroll" and "The Waterbending Master" (They're the ones Katara stole the scroll from). The traveling musicians are from "The Cave of Two Lovers. The prisoners of war likely refer to the Kyoshi Warriors, the men of the Southern Water Tribe, and possibly Bumi and the other citizens of Omashu.