Continuity mistake: When Clouseau is in LaRoque's office, you can see a table with his coat and a chair behind the desk before he hits the desk to break the vase off his hand. But when he hits the desk, the table and the chair have suddenly disappeared.
Continuity mistake: When Clouseau is playing "good cop/bad cop", he offers cigarettes to the prisoner, which he declines. Clouseau puts them on the desk, where they promptly disappear from the remainder of the scene.
Revealing mistake: When Clouseau falls through the floor of Xania's room on to the hotel registration counter, you can see it is not Steve Martin but his stunt double.
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.
Revealing mistake: When we see the gas going backwards into the canister during the Gas Mask Bandits attack at the Casino, you can see it is reversed footage.