Revealing mistake: When Leland Palmer is locked in the cell he starts screaming and runs headlong into one wall, then the other. The first wall wobbles noticeably on impact, indicating it is being shot on a set.
Somewhere in the World It's Christmas - S4-E15
Revealing mistake: At the end of the episode in the Peach Pit, Nat and the gang are all singing Christmas songs while Nat is playing some of the songs on a keyboard. It is very easy to tell by looking at his hands, Nat is simply miming on the keyboard.