Continuity mistake: When Del comes out of the passenger side of the dairy truck, he is with a black eye, for no reason. The next scene, it is not there. It is there again when he admits to being homeless. (Steve Martin punched Del in a deleted scene.)
Continuity mistake: When John Candy and Steve Martin are travelling from Jefferson City, Missouri to St. Louis they are crossing the Mississippi River to enter downtown St. Louis. This would not have been possible unless the bus driver overshot the entire city and ended up across the river in Illinois.
Suggested correction: I agree with the original post. However, there could be several possibilities for this scenario: 1. Road closures, 2. Road construction, 3. Accidents, 4. Detours, and 5. Heavy "holiday traffic" could have contributed to the bus having to enter St. Louis from the east despite coming from Kansas in the west.
Continuity mistake: When John Candy is singing "The Mess Around" in the car, the car swerves, and a hubcap from the passenger side rolls off. The hubcap is back on in the next scene. (00:57:20 - 00:58:50)
Continuity mistake: During Neal's family eating dinner, the kid who says "I prefer noogies" is holding a fork in his hand. When it cuts, the fork is suddenly on the table. (00:06:30)
Continuity mistake: In the driving scene from St. Louis to Chicago, Del is having a hard time taking off his parka in the car. After he spins out of control his parka is half off when Neal says "It's getting hot in here, you should take your parka off." The next shot you see them driving away and Del's parka is on again. (00:33:15)
Continuity mistake: When Steve Martin gets off of the train in Chicago near the very end of the movie to search for John Candy in the depot, the part of his hair is on the opposite side (left) from where it normally is. There is no apparent wind blowing his hair - it looks neatly parted on the "wrong" side. When he enters the depot, the part in his hair is back to the "correct" side. (01:23:30)
Continuity mistake: When Owen arrives at the hotel to meet Neal and Del to drive them to the train station, Owen is wearing gloves on both hands. As he introduces himself and shakes their hands, Owen's right hand is now bare even though there wasn't enough time to remove the glove. (00:33:55)
Continuity mistake: When Del pulls out his wallet and shows his shower curtain rings to Neal, we can see Del's sleeve is pulled up exposing his watch and most of his wrist. When it cuts, the sleeve covers his watch and wrist. (00:09:50)
Continuity mistake: When the boss puts his hands on the table at the beginning, between shots they go from being spread apart to very close together.
Continuity mistake: In the beginning when Neal's boss is looking at his work there is a wide shot showing the man sitting in front of Neal writing on his paper. When it cuts to facing the man he isn't writing anymore. (00:01:10)
Continuity mistake: In the beginning when Neal's boss is done looking at Neal's work and is about to state his opinion, we see him holding his glasses in his hand while stretching it out. When it cuts from behind him the glasses are no longer in his hand but he has them hanging from his mouth. (00:01:30)
Continuity mistake: When Neil is telling Del that he thinks it would be better if they traveled separately, the length of Del's cigarette changes (it loses about an inch after a two-second cutaway to Neil then back to Del).
Continuity mistake: When Neal and Del are sitting at the counter eating breakfast at the Braidwood Hotel, talking about how they were robbed the night before, watch the plate of food in front of Neal. The food on the plate changes completely.
Continuity mistake: At the beginning, when Neil is racing Kevin Bacon for the taxi, he trips over the trunk and falls into the street, nearly being run over by a BMW. The car honks and pulls away. When the shot switches to show Kevin Bacon getting in the taxi, the car that almost hit Neil is now an Oldsmobile. (00:03:50)
Continuity mistake: When Dell and Neal get dropped off to catch the train, there is a shot of the town they depart from. Later in the film, when their burned-out car is impounded, they catch a ride on a semi carrying dairy products, departing from the same town.
Continuity mistake: The size of the bed in Neal and Del's motel room changes overnight.
Continuity mistake: When Dell and Neal are sitting on the side of the highway in downstate Illinois, the sign says "Chicago 102" in one scene and "Chicago 100" in another.
Continuity mistake: Right after the close call going the wrong direction on the freeway and Steve Marting pulls his fingers out of the car's dashboard. The following shots show John Candy releases his grip of the steering. The top of the steering wheel has been completely push forward. All remaining shots of the car show the steering wheel in perfect alignment.
Continuity mistake: After the train breaks down, the scene apparently takes place in the late afternoon. The sun angle is low in the shots where Del is hauling his trunk across the field. We then see a wide shot and the sun is higher in the sky.
Continuity mistake: Neil returns to the station where he left Del at the end. As he gets off the train and goes into the station, it's not the same station he was at earlier. The background outside shows houses and trees. Where did the buildings of Chicago go?