Continuity mistake: Carl is talking to Ann in a restaurant. He asks her if she's a size 4 and she moves to stand up. In the background is a waitress walking toward them. As she stands, the camera changes and the waitress has disappeared. (00:14:50)
Continuity mistake: Just before the wall is spotted, Jimmy is in the open crow's nest reading "Heart of Darkness". He puts the book down and stands up. In the next few shots, the book has completely disappeared. Then the ship takes a pounding for 3 or 4 minutes. But a few minutes later there's Jimmy, once again reading the same book. (00:46:05 - 00:54:15)
Continuity mistake: When the "headsman" native is shot by Captain Englehorn, he throws his arms in the air. He repeats this gesture with the second shot as well. (01:01:20)
Continuity mistake: After being offered to Kong by the natives, it appears that Ann is wearing pantyhose for a brief moment. In all scenes on the island before and after this, she is barefoot. (01:15:00)
Continuity mistake: After the running with the dinosaurs scene. Driscoll and Baxter are talking near a swamp. In the first shots of Baxter, he has a coil of rope over his shoulder. We see a shot of Driscoll and when it goes back to a shot of Baxter, the rope is gone. We never see Baxter remove it or see the rope laid down as he walks away. (01:28:50 - 01:29:20)
Continuity mistake: When Ann meets Kong on NYC street, the camera flashes back and forth between them. When it shows Kong, he is surrounded by snow, but when it shows Ann, the street doesn't have so much as a snowflake.
Continuity mistake: When Anne comes out of the lake after fighting with the T-Rexes her hair is all wet, but after Kong has defeated the last Rex and puts her on his shoulder to start running, her hair is totally dry. Same happens after she and Jack crash in the river after letting go of the bat. Next shot you see them running towards the temple and her hair is, once again, completely dry.
Continuity mistake: When Bruce Baxter tries to wiggle his way out of having to get closer to the brontos so Carl Denham can get his scene on film ("Shouldn't there be a stand-in for this?"), the gun he holds that can be seen pointing up over his left shoulder keeps appearing and disappearing between shots from the front and back.
Continuity mistake: When Ann is tied up as a sacrifice, waiting for Kong to appear, the position of the skull necklace round her neck differs between the close-ups and wideshot.
Continuity mistake: When Kong holds Ann in his hand, as he sits near the top of the Empire State Building, the way she is positioned in his palm changes repeatedly, depending on the various camera angles.
Continuity mistake: In the scene where Ann Darrow is brought to the Venture, there is a wide shot where she is walking and observing the ship. On one of the ramps (the closer one to her), there is a man who is carrying something up the ramp. In the next shot, if you look at the ramp he was on, he has disappeared.
Continuity mistake: When Ann is with Kong on the cliff, her robe and belt repeatedly change position in consecutive shots, before, during and after she dances, somersaults, etc, to amuse Kong.
Continuity mistake: When Carl films in the valley, Bruce has multiple lines of rope round his shoulder which change position in the following consecutive shots.
Continuity mistake: Note the chrome centers on the wire wheels of the taxi that Jack commandeers towards the end of the film. Initially the left rear one is missing, but it magically reappears later on.
Continuity mistake: Soon after Kong grabs Ann for the first time and is playing with her the wide shots show him violently shaking her around, enough to snap her neck or at least render her unconscious, but the close-up shots during the shaking show her being much more gently rocked from side to side.
Continuity mistake: As Jack Driscoll flees Kong in a yellow cab through a narrow alley, the view through the (missing) windshield shows a pedestrian in light-color overcoat crossing leisurely at the other end. When the car eventually emerges in the immediate next shot viewed from the sidewalk, that particular pedestrian simply disappears.
Continuity mistake: At the diner, Carl speaks with Ann while she eats, and things on the table change position depending on camera angle.
Continuity mistake: When the crewman receives the message aboard the Venture, he jots it down on a pad of paper. There is nothing under the pad in one shot, but in the previous and following shots there are more papers under the pad.
Continuity mistake: As Ann tries to escape from the T-Rex, at one point her robe acquires a rather large black and muddy stain at her backside on her left, yet in the very next shot that large black stain is gone.
Continuity mistake: When Carl offers the Nestles chocolate to the native girl, the wrapping differs between shots as he holds it out to her.
Answer: They scared them off with their guns. In the scene where they capture Ann to sacrifice her to Kong, Denham and his men come to rescue her and when they start shooting the natives hide. It's never fully explained but the most likely answer is that they are too scared and have even moved villages or are just hiding really well.