Here are some contradictions I've found...
We see Francis in the back of a truck stuck with a horse in "Francis Escapes". When he begins working at the ranch, he claims never to have been near a horse you didn't put coins in.
In "Mono", Malcolm says he set the couch on fire in the 5th grade and told Lois Stevie did it. Malcolm didn' become friends with Stevie til the 6th grade.
Piama says in "Monkey" that she's never been off the reservation before. She clearly was for the events of "Hal's Birthday".
A possible one: Piama says in Graduation after the car incident that now she knows what it feels like to change a diaper; but you'd think she would have changed Jamie's diapers in Reese Joins the Army since Lois was...a little messed up. There's the possible explanation, though, that Malcolm had to do it, since everyone hated him at that point AND it was part of his 6-month punishment he got in "Thanksgiving" (assuming RJTA is set in mid-may, he was almost off it.)
Also, that aforementioned punishment included no TV or video games, but I'm pretty sure he's shown watching TV in at least one other Season 5 episode ("Malcolm Dates a Family").
Hal presumably spends all night driving Francis back to military school in "Francis escapes", but just later that season Lois claims the two haven't been apart for one night in the past 18 years.
Another big one---Lois claims she'd sacrifice Malcolm in a heartbeat if it meant saving Reese, even though she supposedly has been trying al these years to do everything in her power to make sure Malcolm becomes president! :w00t: