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.
Revealing mistake: When Violet and Klaus make the tent inside their bedroom in Count Olaf's house, they set up the light with the faces of their parents on it in front of it. Except when it shows the shadow of the object outside the tent, the edge of the picture frame isn't showing when it should. (00:21:40)
Stephano: I've been bitten forty-three...seven hundred times. Mostly on the face. A lot of this has been reconstructed but I think they did a great job even though my moustach is a tad askew.
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.