Arnold has already left the boarding house when he says "Play catch; can do! I'll go get my glove!" and continues in the same direction away from his home. Where does he keep his glove? He then arrives at the park with his glove as well as a baseball.
The marquee of the movie theater reads "NOW PLAYING; MUD MAN'S; REVENGE II; NETWEEK; RASTA DOG" The "x" and space is missing from "next week"
The large light tan colored wooden board used to pull the piano up to the roof is left underneath it when it's set down. When we see the bird's eye view of the roof, it's turned to black, and in the very last moments of the episode when the roof is viewed from far away, it's gone.
Arnold hears the balloon truck crash into the fire hydrant and only seconds later hears police sirens. When he looks over the edge of the roof three cop cars are present and one of two clowns (possibly the driver) is already in handcuffs.
In the beginning of the episode, the paper the list came on had lines but later it's just blank.