Continuity mistake: Bob duct tapes Bart's mouth before telling him his story, but the duct tape disappears when the story finishes. (00:12:30 - 00:14:10)
Plot hole: Warren's (as Bob) face falls off and tries to hold it with his hand. When he appears in the next scene, his face is totally sealed with nothing to seal it with. (00:16:25 - 00:17:55)
Audio problem: When Marge says "Now that it's empty, who's going to buy their house? What if someone moves in with two Barts? Or four teenage Barts?" her mouth movements don't match most of her dialogue.
Answer: Willy referred to an encounter he believed he had with actual aliens, while Wiggum thought he was referring to the arcade game.