Quite a few of the errors have been repeated in this thread, but I've found some more:
In the Home Alone 4 (1x03) cold open, at 0:09 Malcolm briefly looks at something not on set, as if turning to the camera too soon.
In Flashback (2x25) Lois and Hal arrive home with Francis together, but in Clip Show 2 (4x17) Lois states that due to a staff infection she was stuck in hospital for six weeks after Francis went home.
In Company Picnic (3x11), When Malcolm is doing press-ups his watch says it is around 1 o'clock, but actually it is evening. This probably comes up more than once, but this was a clear shot of the watch and I noticed. (It's like the 'What's Wrong With This Picture' from the Pilot).
In the Reese's Party (4x18) cold open, when Lois comes back outside, Hal's legs show he is on his back perpendicular to the car (as if working), but when the camera cuts to him, he is on his front parallel to the car (a completely different position).
In Baby (2) (4x21), the umbilical cord is never dealt with. The baby just comes out clean and is given to Lois (as Yasashii said).