Continuity mistake: When the four agents are trying to escape the STENCH Headquarters, Crump bumps into Simkins and he drops one of the two spools of tape. But when we see the group just a few seconds later, all of the tape has been collected up and both spools are in Simkins' hands.
Continuity mistake: Simkins finds the girl in his wardrobe in his room on the train. There are two jackets hanging up in the right hand side of the wardrobe - when he opens the wardrobe door again immediately the girl has gone but the jackets are still there. Harold Crump then enters Simkins' room - the wardrobe door is still open with no jackets visible, but when Simkins closes the wardrobe door there is only one jacket hanging up in there.
Continuity mistake: When Desmond and Charlie lure the doorman from the fun house, Desmond hits him with a copper pot and his fez falls off and lands in the middle of the doorway. In the next shot, from inside the building, the fez is nowhere to be seen.