Continuity mistake: Towards the beginning of the Wicked Witch of the West's song in the sweat shop, keep your eye on the line of dancers at the left of the screen, by their sewing machines. One knocks something off the table onto the floor, and it's subsequently kicked by one of the dancers and rolls about. It also disappears later when the shot changes.
Continuity mistake: At the end of the subway scene, Dorothy, Tin Man, Scarecrow and Lion all come running from four completely different directions, implying that they were in four completely separate areas (which is also implied at the beginning of the scene when they get through the red fence door and run in different directions). However, during the scene, Lion was running back and forth between the other three in very short amounts of time, indicating that the areas were connected and very close together, making it unlikely that Dorothy, Tin Man and Scarecrow were unable to help each other. Lion also comes running from the opposite direction than the other three came from at the end of the subway scene, even though he just saved Dorothy from the moving pillars and should be right behind her.