Although every adventure they have is unique, certain locations are re-used. For example, they visit Finola's Farm on four separate occasions.
The name and gender of Sally's stuffed panda toy changes in different episodes.
In 'The Cat in the Hat' movie [2003], the Cat is played by Mike Myers. In this the role is taken over by Martin Short, a fellow Canadian.
The kid Conrad from the books is swapped for a new kid Nick with a different skin color. Nick is a neighbor that Sally is friends with.