Factual error: When the band are playing "March of the Cobblers" at Saddleworth, Andy (tenor horn) and Harry (euphonium) are heard playing the main tune of the march. In real life however, these two instruments do not play the tune, they have separate parts for the accompaniment.
Other mistake: In the beginning, Albert Brooks and Lisa Kudrow are eating dinner at a restaurant and Albert mentions his books, plural, but then he says book, singular. All the way he's said book, so what is it - books or book?
Continuity mistake: During David Leary's writing class session, Kirby's pen on his table disappears.
Visible crew/equipment: After Thorne gets his "temporary permit" to go cut down the trees, he's seen getting into his vehicle. Above it, a boom mic comes into frame.