Continuity mistake: When the raiders first arrive at the mall which is surrounded by zombies, the zombies are standing on the curb waving their arms and standing still like a receiving line. Every other time, they attack, but not in this instance.
Continuity mistake: The Nurse Zombie and Sweater Zombie are outside of the mall, then, inside of the mall. Thus, they are among the zombies eradicated after the doors are blocked. But, they are among the zombies that invade the mall and eventually make it onto the roof.
Continuity mistake: When Peter and Roger are looting one of the stores, Peter brings out the two wheeled cart, which is aluminium colored first. After the shot where Steven is shown in the basement, the cart is now lime green.
Continuity mistake: Watch when Sledge swings down from the balcony. In one quick shot, we see that there are two zombies in front of the store "Carlton's." When the shot changes to show Sledge landing, a third zombie has appeared from nowhere.
Continuity mistake: When Peter has just killed the child zombies and another with a messed face is in the doorway, we see Steven outside aiming a rifle and it is cloudy, dreary weather. Peter dives out the way and lands by a window and we see that it is now pitch black, then Roger steps in and shoots the zombie from outside and it's only just overcast.
Continuity mistake: Just after the raiders manage to get into the mall, one raider uses his sledgehammer to knock a zombie wearing a black t-shirt off his feet. 5 seconds later, the same zombie can be seen walking past the same raider.
Continuity mistake: At the end of the movie when Peter is running to the helicopter it changes from night to day in an instant.
Continuity mistake: In the scene right after Francine is attacked by a Hare Krishna zombie, they are sitting, drinking and watching TV. When Roger is about to throw the bottle to Peter, he is sitting down, in the next shot after Peter gets the bottle, he is standing up and about to sit down.
Continuity mistake: When Peter and Roger enter the Penney's store, Peter throws his M16 and the keys inside the store before he starts to close the door, yet Peter's rifle (Roger is holding his M16) can be seen propped against the wall outside the door twice in the following shots.
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.