Continuity mistake: In the Marriage Counselor sketch, Deidre Pewty is wearing such a tiny miniskirt that when she sits we see she is wearing white knickers. When she undresses behind the screen she throws a pair of black knickers out.
Oh, You're No Fun Anymore - S1-E7
Continuity mistake: During the science fiction sketch, when Eric Idle is reporting his blancmange sighting to John Cleese the clock in the background jumps backwards a few minutes.
Man's Crisis of Identity in the Latter Half of the Twentieth Century - S1-E5
Continuity mistake: At the start of the interview sketch, and at several times throughout, Cleese says he's interviewing people for a management training course. At the end, however, he suddenly claims it was a job interview.
Continuity mistake: At the beginning of the vegetarian restaurant sketch, Eric Idle stands right behind the pointy sculpture. It is quite short and in some shots the points of it are visible right at the bottom of the screen, but in other shots people stand and walk through right where it is meant to be. And in the final shot, when Eric is complaining about the punchline, it is definitely gone.
Continuity mistake: We are told that the Germans develop and broadcast the "V-Joke" in 1944, but when we cut to Terry Jones and Graham Chapman listening to their radio and hearing the joke, the caption reads "1942...Somewhere in England".
Chosen answer: The song you talk of was originally a poem by William Blake called 'Jerusalem'. It speaks of the possibility of Jesus having visited England. The poem has four verses but you only ever hear the Monty Python boys sing the first one which goes, "And did those feet in ancient time/Walk upon England's mountains green/And was the holy Lamb of God/On England's pleasant pastures seen?" If there's any sort of in-joke connected to it's use, I'm not aware of it. It seemed to just be the standard song/hymn they used when a song was needed that wasn't sketch specific. Some of the sketches it appeared in were 'Salvation Fuzz/Church Police', 'Buying a Bed' and 'The Art Gallery Sketch'. Something that may be relevant, though, is that the only one who was present every time it was sung was Eric Idle. Perhaps he just liked it?