Revealing mistake: During the big fight scene, just as Annie Wilkes falls to the floor and hits her head on the typewriter, the actress is replaced by a really bad looking Kathy Bates dummy!
Revealing mistake: When Paul goes through Annie's scrapbook, a fast reader may notice that several newspaper clippings (although having different headlines and being based on separate events), have the exact same story underneath. The text has simply been repeated, rather than a new report being created for each story.
Audio problem: In the scene where James Caan is lying in bed, practising grabbing a large knife from his arm sling, there is the metallic sound as he pulls out the knife. In the sling are his arm and the knife. There is nothing metal the knife could be pulled against to make that sound.
Continuity mistake: When Buster and his wife Virginia, first get in their 4x4 truck to head down the road, they discover that broken tree limb. Before he yells "stop!", the only part of the road not covered in snow is the tire tracks. After he walks back up the hill (and Annie drives by), the road has no snow on it.
Continuity mistake: At the end, Paul sticks his thumbs in Annie's eyes causing them to bleed. Next shot, the blood is gone.
Continuity mistake: Buster gets to Annie's house, and as Paul turns in his wheelchair, the bandages on his leg disappear between shots.
Continuity mistake: Early in the movie there is a closeup of the typewriter as Paul is writing an early chapter in his Misery book for Anne. In one of the final scenes, as Paul is finishing the last chapter, there is a closeup of the typewriter. It is the exact same text as was written early in the movie, even the word "and" without the "n."
Other mistake: In one scene, Paul locks the door, but Annie enters the room without unlocking the door.
Continuity mistake: When the two main characters are having dinner together, the food on the plates varies in the amount that is eaten - a lot is gone, and then the original amount of food is back again. A bun on the table also goes through this obvious splicing of different takes, and moves around the table, seemingly unaided.
Continuity mistake: In the final fight scene, the typewriter changes position.
Continuity mistake: When Paul hops out of bed after Annie yells at him for killing Misery, you can see his legs move in the braces several times, even though they should be immobile.
Other mistake: Marcia Sindell calls Buster to check on Paul's whereabouts. She doesn't tell him what firm she works for, what city she's calling from, or her phone number. Yet, Buster says when he gets some information on Paul, he'll call her back and they both hang up.
Continuity mistake: When Paul types "what else was there...?" on his typewriter, it is all on one line in a closeup. In the next shot it is on two separate lines when he writes "The End."
Continuity mistake: When Annie and Paul are having dinner together, Paul pours her a glass of wine. As he is doing so, a few drops spill on the cloth covering the table. The camera then cuts to Annie. As it cuts back to Paul, the few drops of spilt wine are gone. Later, they come back.
Other mistake: During the big fight at the end, when Paul slams the typewriter over Annie's head it hits the floor upside down, but in the next shot it has magically been flipped over, ready to beam Annie in the face.
Continuity mistake: When Annie arrives with the tray with champagne etc Sheldon's newest chapter is placed next to his typewriter leaning one way, but in the next clip they are leaning the other way.
Continuity mistake: When we see one wideshot of Annie's house, we can see her car parked in the driveway. But in the next shot we see Paul's face being hit by the headlights of her vehicle, which is just pulling in.
Continuity mistake: After Paul burns the manuscript on the grill, Annie begins to take it out of the room after pouring water on it. In the shot in the room, the grill is smoking, but in the shot from the doorway, the papers have suddenly stopped smoking and there is no smoke anywhere else in the room.
Deliberate mistake: Kathy Bates gives James Caan his Noveril a number of times, but one particular time Kathy gives him his Noveril and leaves the room. When the camera shows James Caan holding the capsules between his thumbs and forefingers, it is apparent that they are not James Caan's hands in this shot.
Continuity mistake: When Buster puts the post-it note on the board, it moves about between shots.
Answer: According to the book, she goes to what she calls her "laughing place", itself a reference to the Disney movie "Song of the South", in which Brer Rabbit sings about having a "laughing place" where he goes when he's feeling blue, to cheer himself up. We can presume Annie has some cabin or clearing in the woods where she has made her own "laughing place."