Continuity mistake: When Radar walks into Henry's office to tell him that there's a general there to see him, we get a good view of Henry's new desk and its beautiful ornate design, but later when Hawkeye and Trapper are carrying the desk and then it's lifted out by chopper it's a completely different desk - also note that this desk has casters.
Factual error: Hawkeye and Trapper are concerned about the theft of a stock of hydrocortisone, but that drug wasn't introduced by the FDA until 1952.
Character mistake: In the opening scene, Hawkeye and Trapper are operating on a two-star general. But neither one of them or the nurse is wearing their masks. They are under their chins.
Answer: Even an Army field hospital would have SOME weapons for self-defense if the enemy attacked. What's meant is that it's not a combat outfit, and therefore wouldn't have enough weapons to actually attack anyone. (It's also mentioned a few times that the Officer of the Watch is supposed to carry a pistol at all times, but Hawkeye refuses to do it when he's in charge and Colonels Blake and Potter don't enforce the rule).
Captain Defenestrator