Factual error: When Clouseau heard the footsteps of what he thought to be a lady and what we afterwards knew was the Russian trainer, he described how tall she was using the English system of feet and inches, not the metric system, which is used in France.
Factual error: The French national police are under the control of the ministry of interior, not the ministry of justice.
Factual error: Inspector Dreyfus is head of the Police Nationale and Clouseau is a gendarme (as stated several times in the film). The Gendarmerie is a military branch which conducts law enforcement mostly in rural France, while the Police Nationale is a civilian police agency responsible for urban areas. As head of a civilian agency, Dreyfus would have had no authority (or reason) to appoint a military member to any post.