Continuity mistake: At the beginning of the 'Ministry of Silly Walks' sketch, John Cleese is holding his briefcase in his left hand. when the shot changes to outside, showing him leave the newsagents, it switches to his right.
Continuity mistake: During the Ministry of Silly Walks sketch, in the office, John Cleese pulls out a film-projector from his desk, and you can see the power cord plugged into the back of it. After the spoof black-and-white film footage showing the silly walks, John Cleese throws the projector away. The power cord, which was originally plugged in, has disappeared completely.
The Spanish Inquisition - S2-E2
Revealing mistake: At the very end when The Spanish Inquisition bursts into the courtroom, you can see that Biggles is not played by Terry Jones (as he is playing the accused judge in the court sketch).
Revealing mistake: Near the end of the Bishop sketch, when they use the man as a battering ram, you can see the entire wall behind them tip as they smash through the door.
How to Recognise Different Parts of the Body - S2-E9
Other mistake: The final 'How to Recognise' announcement is originally written as "Number thirty. The End." When the show was broadcast, it was "Number thirty one. The End", yet all the other numbering tallies with the script. So either Cleese miscounted on the night of recording or they inserted another one which was later cut.
Scott of the Antarctic - S2-E10
Revealing mistake: In the last shot, the familiar 16 tons weight is broken at the top, showing that it is in fact not a solid weight, but a hollow box.
Character mistake: When Mrs. Bun asks the dining lady if she has anything without spam in it, she forgot about egg & bacon, and egg, sausage & bacon. Those had no spam in them.
Character mistake: During the "Communist Quiz", Eric Idle fails to mention that "the Hammers" is the nickname of West Ham United.
Character mistake: When Mrs. Bun asks the dining lady if she has anything without spam in it, she recommends "spam, egg, sausage and spam". This was not in the menu that the dining lady read aloud at the start of the sketch.
Other mistake: During the Toad Elevating Moment, John Cleese enters and says "Good evening," even though his character only says the beginnings of words (he should have said, "G- Ev-"). (00:06:05)
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?