Continuity mistake: When Henry goes into the closet he is wearing his daytime clothes, then when he calls the police he is suddenly wearing his pyjamas, then wearing his daytime clothes again. Later in the episode, Peter is in his pyjamas, when Rebecca comes up the stairs he is now wearing his daytime clothes. In the next shot, he is back wearing pyjamas. This has been cut from the DVD.
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Other mistake: When Henry is in Margaret's garden, Margaret goes to the top of her tree house and spots Henry. However, Margaret is looking straight forward and Henry is just leaving her garden. If Margaret was looking straight forward then she would be looking into the neighbour's garden and not at Henry, making the angle impossible for her to see him.
Continuity mistake: Just after Henry makes the bull angry, the bull headbutts the fence causing Henry to fly off. He was holding a pair of red boots which fly out of his hands when he goes through the air. The boots land on the bull's horns. He then head butts the fence again but when he does, the boots are gone and then a second later they're back on again. After that, the boots stay on the bull's horns until he shakes them off.