When on the train going sixty-two miles an hour, Phoebe's cape barely moves in the wind; and, when the ropes dangle from the helicopter, they hang straight down rather than be blown aside.
The Toddler emerges from the sandbox wearing his hat from The Danger Begins, a hat that clearly landed in Captain Man's hands after the ball pit exploded.
The news montage, showing interaction highlights between Captain Man, Kid Danger and criminals, is impossible to explain as a number of the incidents were private and not around any cameras.
The heroes knocked half of the villains off the top the train. If there were other villains inside the train, the heroes did not investigate. Essentially, in the end, the heroes did not round up any of the villains (or seen that any of them died from injuries from their fall).
Pizza suddenly appears among the heroes in their helicopter flight home. They stopped somewhere for pizza? In their helicopter?
In the underwater lair, Captain Man takes out the overhead lights with a bowl of lentils so that Phoebe and Kid Danger can escape, but when Captain Man reenters the room to delay the villains, some of the overhead lights are back on.
Phoebe and Kid Danger cry out as they slide down ropes from the helicopter, but the villains only hear them when their feet hit the top of the train.