Continuity mistake: In the tale about the dolls, the mural of the woman and dolls is on the wall in the upstairs office, which the governor and his assistant leave and immediately start filming where the assistant falls down the stairs. In all of the later scenes, the mural, as well as the governor's office, are now on the main floor rather than the second.
Continuity mistake: In the segment "Hard-Core Convert", after Crazy K is gunned down, his unknown assailants are being shot at and killed by the cops while running. At the epilogue to "Welcome To My Mortuary", it's revealed that Stack, Bull and Balldog who are responsible for Crazy K's death were gunned down and killed by Crazy K's associates and not by the police.
Chosen answer: The word he says is "terror dome". He is just referencing a Public Enemy song, "Welcome to the Terrordome".
Bishop73