Revealing mistakes: The crates are stacked on the deck with Gloria's crate at the bottom. The crates all appear to be of the same depth, and when seen from outside they appear to be stacked neatly, but there's still light coming into Gloria's crate from the hole in the top even though the hole should be covered by one of the crates stacked on top of hers.
Continuity: Orientation of the word 'GIRAFFE' on Melman's crate changes when he uses it for a tombstone. (From parallel to the arrow to perpendicular)
Incorrectly regarded as goofs: King Julien wouldn't be a king, he would be Queen Julia. In lemur tribes, it's a matriarchal structure and not a patriarchal. The female lemurs are the ones who lead the tribes and do most of the fighting. However, his right hand man did say he was the self-proclaimed king of the lemurs.
Revealing mistakes: When the animals have fallen off the ship, the crates go underwater. You expect that the crates will be filled with water, but they are completely dry.
Incorrectly regarded as goofs: Fossas are spelled "foosa" in the film. This is actually the way the word is spelled by the natives of Madagascar.
Continuity: The interior size of Alex's crate varies from when they are stacked on the ship to when he is on the ocean sleeping.
Continuity: When King Julian is theatrically revealed to Alex and the gang for the first time, he first appears from behind four large leaves, and in the next shot, is revealed again, and this time from behind six leaves.