Roswell That Ends Well - S4-E1
Factual error: There were no nuclear tests anywhere near the Roswell Air Force base in New Mexico.
Where No Fan Has Gone Before - S4-E12
Continuity mistake: When the Planet Express Ship first lands on the planet, it crashes with noticeable damage. When they try to sneakily escape while the screen play is going on (before they get the parts from the Star Trek ship), the damage is repaired.
Anthology of Interest 2 - S4-E3
Continuity mistake: After Bender gobbles down the plate of nachos, the beer he spills on the front of his shirt disappears in the next shot.
Continuity mistake: The hammer on Leela's blaster changes from smoothly curved to angular.
Continuity mistake: As Bender is stomping to stuff the whale down the sewer, when the rope gets to the pavement, the top where the cover is tied suddenly jumps from the level of Bender's head to below the spot where his legs and body meet.
Anthology of Interest 2 - S4-E3
Continuity mistake: In Leela's "What If" experience, the Cute Witch's wand suddenly goes from clutched in front by both hands to held out to the left side in a split second.
Roswell That Ends Well - S4-E1
Continuity mistake: Leela sets fire to the Professor's tie in the white goods store - later in the Malt Shop, his tie is completely intact.
Continuity mistake: When Leela revives Fry at the end, she is right next to him. When Fry regains consciousness, Leela is at least a half foot away from him without enough time to move.
Continuity mistake: When Bender hits the asteroids, one pierces his head. Seconds later that asteroid is gone. Where did it go?
Answer: Yes Leela knew from early on that Fry had feelings for her. They were pretending to be a couple in 'A Flight to Remember' from season 1 and Fry tried to get on dates with Leela ever since. She just didn't show signs of the feelings maybe being mutual before some of the later episodes.
Andreas[DK]