After the carnival tear down, Clem invites Stanton to travel with them 20 miles as they join another carnival. Upon arriving at the new location their dinner is interrupted when the Geek escapes. Upon capturing the Geek they return him to his cage but this is the same location they left 20 miles back at the original camp. There is no way they had time to set up this building at the new location the same night they moved. Even the side room has all the formaldehyde jars set up all on shelves.
While searching for and then encountering the geek late at night, Stanton receives a large wound on his head; he wakes up the next morning and the wound has completely disappeared.
After Stanton gets shot by Lilith, he escapes from security and his left shoulder is soaked in blood from his wounded ear. But when he makes it to the train, his shirt is clean without any blood on it.
In the opening scenes as Stanton is watching Bruno and Molly leave the midway, his cigarette changes lengths between each shot. It also goes from unlit to lit as he approaches the oddity exhibit without Stanton putting down anything that he's carrying down to light it.
When Stanton is at Dr. Lilith holding the bag of money, he opens it and throws out the money onto the floor. However, the orientation of the money scattered on the floor changes from one cut to the other.
In the opening scene, Doug lights his match on the door frame, then throws it on the floor to ignite a rapidly propagating fire, which runs up the very door frame up to the ceiling. Either he spilled gasoline on those areas prior to lighting the match and then it should have ignited the fire right there and then or it reveals that technicians sprayed some kind of combustible product between shots.
A radio announcer says that he is broadcasting from WWKB in Buffalo NY. In 1941 the stations call letters were still WKBW. The change took place in the mid 1980s when the station was sold.
The line "Dames like you always have mommy issues, daddy issues too," is anachronistic. The Freudian notions of Oedipal and Elektra complexes were around in 1941, but the slang terms "daddy issues" and "mommy issues" weren't used in that sense until the mid-1980s.
Many times during the movie (for instance during Stanton's 1st psychoanalysis), the viewer can hear the wind blowing very hard (even whistling) while the snowflakes are visible free falling gently.
When Molly reads Dorrie's postcard to Stanton she leaves out the sentence, "I call him Scrapper - Isn't that a silly name?"
Lilith's face is so full of Botox that is barely moves.