In the first anniversary dinner scene, a pillar appears out of nowhere. However, this is intentional and referenced in dialog. As Donna is getting naked, this being a live performance in front of a live audience her nudity cannot be hidden using camera tricks, so this is a cheap tactic to hide her. Or rather, as an animated show faking being live, it's making fun of shows using such cheap transparent tactics.
At the end when everyone is joining together, you can clearly see an Army General that had nothing to do with the Live Cleveland Show. However, it's quite possible that this is intentional, making fun of such full cast moments for always seeming to include people who were never used or seen.