After welding Bender to the wall, Fry leaves; but Fry shouldn't need to, as he is Bender's roommate. (Perhaps he is staying elsewhere as a precaution.)
Calculon claims to have been David Duchovny, but his head was seen in episode 1 of Futurama. (Though Calculon may have been a different David Duchovny.)
The Eiffel Tower is not hovering, as has been seen in other episodes. (Perhaps it only hovers on special occasions?)
The Statue of Liberty is holding her torch, but has previously been seen holding a travel tube.
The Project Satan car, despite being electrically powered, sounds like it has a gas engine.
The ramp that kills Project Satan is not seen leading to the furnace in any scene previous to its death.
When Project Satan landed to the furnace, it flipped upside down. The next shot shows Project Satan melting in the furnace right-side-up.