Errors made by characters (possibly deliberate errors by the filmmakers): The little girl of the title, Felicia "Bunny" Lake, is supposed to be an American just arrived in England by ocean liner, yet she speaks with a distinctly English accent.
Continuity: (At 96:48) Bunny Lake is running with her mother in the garden. After a cut to the brother, the exact same shot is shown again (passing behind a bush and a white stake).