The first is when Frankenfurter is bringing Dr Scott through the house. He moves the lever to bring the magnets out, and seems to get a little excited by it. He gets ready to lift one of his legs, but if you watch carefully, he actually ends up lifting the *other* leg.
Another, (related to this one) is when Dr. Scott crashes through the wall of the lab. Originally, this wasn't supposed to happen, but when they were building the set.. *oops* They forgot to put a door on the lab!! Until he crashes in, when you see anyone enter, it's through the elevator, and afterwards, they come through the hole!
All throughout the dance number, Dr. Scott's stockings appear and disappear,making you wonder how quickly he can put them on and take them off.
There's one more, it's kind of minor. When he uses the Medusa to turn them into Statues right before the floor show, you'll notice that the final actor/actress poses aren't the same as the statue poses.
I know there are plenty more, but I don't remember them right now. Sorry.