Continuity mistake: When Poochini is rehearsing, Mysto the Magician knocks on the door of his dressing room. At this point, you can see that the handle is on the left hand side of the door, but when Poochini opens the door, he opens it from the right hand side.
Revealing mistake: In the opening scene the Club's dancers are in full-swing, including the tall, lanky gentleman from Lautrec's famous Moulin Rouge poster, the one with the very angular, extended nose and chin. In several closeups it's very plain that the chin is a makeup appliance: the edge of the appliance isn't blended very well with the actor's real skin.