Plot hole: During the play Klaus climbs up the side of the building to save the baby. He gets up and finds out Olaf burned their home with a giant magnifying glass. Later, Klaus uses the magnifying glass to burn the marriage certificate. This is impossible because the device couldn't have possibly been facing or forced to face the stage. The magnifying glass was on the other side of where Klaus climbed up and when he was climbing up he was facing the stage.
Continuity mistake: In the scene where the Baudelaires and Aunt Josephine are looking in the photo album, Violet turns a page. You can see the photo Aunt Josephine does not want the orphans to see, but when Violet turns to the next page, the same photo is there. (00:49:10)
Count Olaf: I must say, you're a gloomy looking bunch. Why are you so glum?
Klaus Baudelaire: Our parents just died.
Count Olaf: [nonchalantly.] Ah, yes. How very dreadful. Wait, let me do that one more time. Give me the line again while it's fresh in my mind.
Klaus Baudelaire: Our parents just died?
[Olaf pretends to be shocked.].
Trivia: If you look at the poster advertising the play "The Marvelous Marriage," you'll see it was written by Al Funcoot. "Al Funcoot" is an anagram of Count Olaf. This is a common theme in the Lemony Snicket Books.
Question: I'm still confused about something - what exactly was the whole point of the spy glasses?
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Chosen answer: The spy glasses are not explained in the books, but it seems that these are symbols of the fact that they are in VFD, the secret organization we learn about later on in the series. Both Dr. Montgomery and Aunt Josephine's husband and brother-in-law, the Anwhistle brothers, are implied to have been a part of VFD.