Continuity mistake: When Roger and Peter are blocking the entrances with the trucks, Roger kills a zombie with a long beard that is walking towards him between the trucks. Later on in the movie, we see the same zombie, in the same clothes, outside the doors, trying to get in. (01:07:35 - 01:17:15)
Continuity mistake: In the scene where Roger gets the bag and drop it on the floor whilst trying to get back to the truck, he gets bitten on his left arm. But in the next shot the bite mark is gone and then the bitten sleeve is on the right side. (01:08:05)
Continuity mistake: After the four arm themselves, they go to raid Penney's. As Peter and Roger roll up with the wheelbarrow, Francine shoulders her rifle. There is a cut and she shoulders it again. (01:13:35)
Continuity mistake: When Stephen shoots a zombie clinging onto the car, whilst driving off there manages to be a streak of blood in front of the zombie where the previous take took place. (01:17:10)
Visible crew/equipment: When Peter and Stephen are locking the glass doors to the mall, you can see reflections of the cameraman in the glass. (01:17:45)
Continuity mistake: Immediately after the three men close the first door, when they are driving away Flyboy can be seen in the trunk aiming a handgun. It cuts to his face and he's holding a radio, talking to Fran. (01:18:10)
Continuity mistake: After the doors are closed, all the remaining zombies are exterminated. In several shots we see prone bodies with puddles of blood around the head. Later, when they are cleaning up the bodies, there are no blood pools around any of them. (01:20:00 - 01:23:30)
Visible crew/equipment: When Peter and Stephen have finished locking the whole row of "pretty indestructible" mall doors, Peter sets the security alarm. Soon after, the team drives off. A few zombies are shot on the go. As a wounded Roger skids the car to a stop in front of some exit doors, it passes an undecorated space with glass doors right before "John's Shoe Repair." There's a cameraman standing in the back of the space, with another two crew-members squatting down next to him against the wall. (01:25:35)
Continuity mistake: When the raiders enter the mall you see Blades (Tom Savini) enter the mall and run around, although when it shows the bikers outside the mall Blades is sitting on top of the red van. (01:46:30 - 01:47:30)
Continuity mistake: When the bikers are in the mall, a zombie is killed next to a teepee. Another zombie is pushed into the teepee knocking it over. As it falls, you can see the first zombie starting to roll out of the way. (01:47:45)
Continuity mistake: When the bikers are stealing the zombie's wallet notice Blades in the background cheering his buddy on while just standing next to a zombie. (01:48:30)
Visible crew/equipment: After the main characters have entered the mall through the skylight, and have gone down the stairway in order to secure the mall, Scott Reiniger and Ken Foree open the door into the corridor leading to the control room and boiler room. Whilst walking through said doorway, there is movement in the shadows in the top left. This has to be a crew member, as the only other zombie that is in this area is in the boiler room.
Continuity mistake: When the sweater vest zombie first goes up to the 2nd floor he appeared coming up to the 2nd floor moments later.
Revealing mistake: The female zombie grabs onto the back of the car and is dragged through the mall. Stephen shoots the zombie in the eye and if you look closely you can easily see this is no longer the woman from before, but actually a man who doesn't resemble her at all.
Revealing mistake: When the bikers are grabbing their weapons, we see a grenade. You can tell that it is fake because the bottom is bored out.
Visible crew/equipment: When Peter is shooting through the door a hand can be seen in a few frames.
Revealing mistake: When Peter (and Stephen) are locking all the doors, Roger gets his rifle from the back of the car and shoots a zombie. Even though the bullet goes into the side (two-inches away from the middle of the zombie's head) a small amount of blood shoots out the middle, and something at the edge breaks off/moves, revealing that it's a tomato sauce sachet stuck to the actor's head.
Continuity mistake: Near the end, Steven is in an elevator, and the zombie opens the doors and starts biting him. When he gets them all out of the elevator, blood comes out of his mouth and down the right side of his face. But later the elevator doors open and Steven is a zombie and the blood is on the left side of his face.
Revealing mistake: In rural airport scene, when Peter reloads his weapon, he pulls a small, narrow magazine out of the bottom of the m16 mag, thus indicating that the weapon he's using is some sort of lightweight 22LR copy of m16 assault rifle, not an actual m16.
Deliberate mistake: When the zombie (Tom Savini) is hit by a truck and spits a bunch of blood on the windshield, when he gets hit, the truck isn't moving at all. He runs into the car and spits blood to simulate being hit. It's hard to catch, but it's more obvious in slow motion. (Mentioned on DVD commentary.)
Answer: One of the cops that was with Joe Plato (how much you have seen of them will depend on which version of the movie you, but I HIGHLY recommend the fan made/edited 'Extended Mall Hours' cut on YouTube) asked them for cigarettes. You'll notice that Roger and Fran lit up cigarettes as they were taking off, that's what Roger was laughing at.