Continuity mistake: When Jenny arrives at Oliver's parents' home, her hair is stringy and separated, but when she walks through the front door, it is brushed.
Continuity mistake: At the end of the film the plane they are initially flying on is a typical passenger plane, but when the Muppets are thrown out, the plane is one used for skydiving.
Continuity mistake: Set in the 1930s, Steve Martin is teaching a class of grade-schoolers in one scene. This would only be picked up by Canadians, but one of the many flags on the wall is the new (as of 1965) Canadian Flag - Red Maple Leaf with two red panels on either edge.
Continuity mistake: In the scene where Caesar orders his guards to kill and seize Mel Brooks, he calls for more wine and a servant comes to pour him some If you notice his shirt, it is clean and white. In the shot right after he calls for it, when the servant is walking up behind Caesar laughing, you can see that Caesar's shirt is stained purple. This is caused from repeated takes, because right after the servant walks up he spills the entire container on Caesar. But yet, in the finished movie, Caesar's shirt is purple before it even gets spilled on.
Continuity mistake: In the wardrobe, as Cosmo walks away, the measuring tape is under the sewing machine and there is nothing on top of the plans for the dress. When he comes back to the machine, the tape is on top of the plans. (00:41:10 - 00:42:10)