Continuity mistake: As Penelope steals a valuable necklace from the adjoining hotel room of Mrs. Potter and returns to her own room, Harpo is hiding under the bed. After Chico enters Penelope's room, Harpo is shown crawling on his hands and knees in Mrs. Potter's room, but we never saw him leave Penelope's room.
Other mistake: Cocoanut Hotel manager Mr. Hammer (Groucho Marx) reads aloud a telegram stating that guests will arrive on the 4:30 train. He then says, "The 4:15, eh?" and tells Jamison (Zeppo Marx) that he's going to "meet the 4:15."