When Ralphie's father opens the crate that contains the leg lamp, you can clearly see that there is NO cord attached to the lamp. When he goes to the living room to plug it in, there is a cord on the lamp.
Ok, this is regarding another comment. The One "Some Assembly Required". It's incorrect. Because we didn't see the Assembly happen! Ralphie's father takes the lamp right from the box, looks at it, and then takes it to another room and plugs it in. Meaning that this is still a slipup.
Not only isn't there a cord, there is no light assembly on the leg at all. No bulb socket at the top, no harp for the lamp. How did he attach the shade?