In the Lucy-Desi Comedy Hour where little Ricky gets a horse, as the race begins, we see Whirling Jet bolter to the outside rail. Lucy reveals herself by removing her fake mustache, then Whirling Jet trots away from her. We see her "double" on the racetrack running towards the horse, and we notice that she (or he) DROPS the whip onto the track at the same time. Then, during the race, we see that the whip is attached to the wheel of Whirling Jet's sulky!
Episode #6, "The Audition", when Buffo crashes through the kitchen door, you can tell it is fake because the real door is laying up against the wall in the kitchen. (thanks to email@example.com)
Episode #96, "The Golf Game", when they are about to play, Lucy gets to go first because she was second from the top. When Lucy and Ethel played Jimmy DeMarit, he went first because he was fourth down from the top. (thanks to firstname.lastname@example.org)
Episode #43, "Redecorating", Lucy and Ethel decide to wallpaper the room. Ricky comes home and wants to see what they have done to the bedroom. As they are walking down the hallway to the bedroom, Ricky walks in the room and Lucy walks behind him. If you watch carefully after Lucy enters the room, you can see Fred standing there and he backs up behind the wall waiting for his cue. He backed up realizing that he was in the camera's eye. (thanks to email@example.com)
Episode #38 ,"The Operetta", the men are taking the props. When they start to take Ricky, you can see one of the peasant girls waiting to run out as if the men were chasing her. (thanks to firstname.lastname@example.org)
Episode #11 "Jealous of Girl Dancer", Ricky and Rosemary are practicing a dance routine when Ricky purposely steps on her dress, causing it to tear, then he acts like it was an accident. (thanks to email@example.com)
Episode #110, "California, Here we Come", Mrs. MacGillicuddy says she is going to take her book to Dory Schary, but in the Dory Schary episode while they are California, Mrs. MacGillicuddy repeatedly asks "Who's Dory Schary?" (thanks to firstname.lastname@example.org)